Andrew W. Lo is the Harris & Harris Group Professor of Finance at the Sloan School of Management, Massachusetts Institute of Technology.
A. Craig Mac Kinlay is Joseph P. Wargrove Professor of Finance at the Wharton School, University of Pennsylvania. With John Y. Campbell, they are the authors of
The Econometrics of Financial Markets (Princeton), which received the Paul A. Samuelson Award in 1997.
2 द्वारा ईबुक A. Craig MacKinlay
Andrew W. Lo & A. Craig MacKinlay: A Non-Random Walk Down Wall Street
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 corn …
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John Y. Campbell & Andrew W. Lo: The Econometrics of Financial Markets
A landmark book on quantitative methods in financial markets for graduate students and finance professionals Recent decades have seen an extraordinary growth in the use of quantitative methods in fin …
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