Non-random walk down wall street, a
Auteur :
Lo, Andrew W. / MacKinlay, A. Craig
Éditeur :
Princeton University Press
ISBN :
9780691092560
Date de publication :
15 janv. 2002
Dimensions :
23,5 x 15,2 cm
Poids :
680 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
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. This work puts the Random Walk Hypothesis to the test.