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Implementing option pricing models when asset returns are predictable

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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


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