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. Andrew W. Lo & A. Craig MacKinlay. Here Andrew W. Lo and A. Craig MacKinlay put the Random Walk Hypothesis to the test. Andrew W. Lo is the Harris & Harris Group Professor of Finance at the Sloan School of Management, Massachusetts Institute of Technology. A non-random walk down Wall Street / Andrew W. Lo and. A. Craig MacKinlay. p. cm. Includes bibliographical references and index. ISBN
A Non-Random Walk Down Wall Street has 32 ratings and 0 reviews. For over half a century, financial experts have regarded the movements of. Written by Andrew W. Lo and A. Craig MacKinlay in , the appropriately entitled A Non-Random Walk Down Wall Street provides the counter-argument. Introduction to Lo & MacKinlay: A Non-Random Walk down Wall Street. One of the earliest and most enduring models of the behavior of security prices is the.
Andrew J. Lo and A. Craig MacKinlay () A Non-Random Walk Down Wall. Street. Princeton University Press: Princeton, New Jersey, pp. xxiii + £ A NON-RANDOM WALK DOWN WALL STREET. in D. Jerison, I. Singer,and D. Stroock, eds., , The Proceedings of the Wiener Centennial Symposium . Lo, Andrew W. / MacKinlay, A. Craig. A Non-Random Walk Down Wall Street. PRINCETON UNIVERSITY PRESS. ,95 € / $ / £*. Add to Cart.