Đang chuẩn bị nút TẢI XUỐNG, xin hãy chờ
Tải xuống
A volume of collected works is almost always a bad sign for one's research trajectory, an indication of declining productivity as much as professional recognition. We hope to be the exception that proves this rule because neither of us is willing to concede that we have reached the apex of our careers . However, we do think that the papers collected in this volume form a coherent and exciting story, one that bears retelling now that we have the luxury of seeing the forest for the trees . | Copyrighted Material ANDREW w. 1.0 vN A. CRAIG MACKINLAY Copyrighted Material A Non-Random Walk Down Wall Street Andrew w. Lo A. Craig MacKinlay Princeton University Press Princeton and Oxford Copyright 1999 by Princeton University Press Published by Princeton University Press 41 William Street Princeton New Jersey 08540 In the United Kingdom Princeton University Press 3 Market Place Woodstock Oxfordshire 0X20 1SY All Rights Reserved Fifth printing and first paperback printing 2002 Paperback ISBN 0-691-09256-7 The Library of Congress has cataloged the cloth edition of this book as follows Lo Andrew w. Andrew Wen-Chuan A non-random walk down Wall Street I Andrew w. Lo and A. Craig MacKinlay. p. cm. Includes bibliographical references and index. ISBN 0-691-05774-5 alk. paper 1. Stocks Prices Mathematical models. 2. Random walks Mathematics I. MacKinlay Archie Craig 1955- . II. Title. HG4915.L6 1999 332.63 222 dc21 98-31390 British Library Cataloging-in-Publication Data is available This book was composed in ITC New Baskerville with LATEX by Archetype Publishing Inc. 15 Turtle Pointe Road Monticello IL 61856 Printed on acid-free paper. 00 www.pup.princeton.edu Printed in the United States of America 10 9 8 7 6
