Campbell / Lo / MacKinlay The Econometrics of Financial Markets

1. Auflage 2012
ISBN: 978-1-4008-3021-3
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 0 Seiten

No detailed description available for "The Econometrics of Financial Markets".

Autoren/Hrsg.

Campbell, John Y.

Lo, Andrew W.

MacKinlay, A. Craig

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Über Autor(innen)

John Y. Campbell is the Morton L. and Carole S. Olshan Professor of Economics at Harvard University. He is the author of Financial Decisions and Markets (Princeton) and the coauthor of Strategic Asset Allocation. Andrew W. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, director of the MIT Laboratory for Financial Engineering, and an external faculty member at the Santa Fe Institute. His books include Adaptive Markets and Hedge Funds (both Princeton). A. Craig MacKinlay is the Joseph P. Wargrove Professor of Finance at the Wharton School, University of Pennsylvania, where he is also an academic director at the Jacobs Levy Equity Management Center for Quantitative Financial Research. MacKinlay and Lo are the authors of A Non-Random Walk Down Wall Street (Princeton).