Essays on the emiprical properties of stock and mutual fund returns

Thesis (Ph.D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2000.

Bibliographic Details
Main Author: Taylor, Jonathan David, 1969-
Other Authors: Andrew W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/9043