Implementing option pricing models when asset returns are predictable

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/2483

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DC Field	Value	Language
dc.contributor	Lo, Andrew W. (Andrew Wen-Chuan)	-
dc.contributor	Wang, Jiang, 1959-	-
dc.date	2003-04-29T05:09:08Z	-
dc.date	2003-04-29T05:09:08Z	-
dc.date	1993	-
dc.date.accessioned	2013-06-04T16:14:43Z	-
dc.date.available	2013-06-04T16:14:43Z	-
dc.date.issued	2013-06-05	-
dc.identifier	no. 3593-93-EFA	-
dc.identifier	http://hdl.handle.net/1721.1/2483	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/1721	-
dc.description	by Andrew W. Lo and Jiang Wang.	-
dc.description	"Latest Revision: July 1993."	-
dc.description	Includes bibliographical references (p. 38-40).	-
dc.format	40 p.	-
dc.format	3268247 bytes	-
dc.format	application/pdf	-
dc.language	eng	-
dc.publisher	Alfred P. Sloan School of Management, Massachusetts Institute of Technology	-
dc.relation	Working paper (Sloan School of Management) ; 3593-93.	-
dc.subject	HD28 .M414 no.3593-, 93	-
dc.title	Implementing option pricing models when asset returns are predictable	-
Appears in Collections:	MIT Items

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