The Econometrics of Financial Markets by Andrew W. Lo, John Y. Campbell, A. Craig Mackinlay

The Econometrics of Financial Markets

Andrew W. Lo, John Y. Campbell, A. Craig Mackinlay

632 pages first pub 1996 (editions)

nonfiction economics challenging informative medium-paced
Powered by AI (Beta)
Loading...

Description

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk manage...

Read more

Community Reviews

Loading...

Content Warnings

Loading...