A Craig Mackinlay: 2 books
by Andrew W. Lo, A. Craig MacKinlay
Language: English
Release Date: November 14, 2011
Language: English
Release Date: November 14, 2011
For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies. Here Andrew W. Lo and A. Craig...
by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
Language: English
Release Date: June 28, 2012
Language: English
Release Date: June 28, 2012
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 management, financial consulting, and securities regulation....