A non-random walk down Wall Street by Andrew W. Lo

Cover of: A non-random walk down Wall Street | Andrew W. Lo

Published by Princeton University Press in Princeton, N.J .

Written in English

Read online

Subjects:

  • Stocks -- Prices -- Mathematical models,
  • Random walks (Mathematics)

Edition Notes

Includes bibliographical references (p. 395-415) and index.

Book details

StatementAndrew W. Lo, A. Craig MacKinlay.
ContributionsMacKinlay, Archie Craig, 1955-
Classifications
LC ClassificationsHG4915 .L6 1999
The Physical Object
Paginationxxiii, 424 p. :
Number of Pages424
ID Numbers
Open LibraryOL370654M
ISBN 100691057745
LC Control Number98031390

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