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Andrew Lo

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A Non-Random Walk Down Wall Street

A Non-Random Walk Down Wall Street is a book by Andrew W. Lo and A. Craig MacKinlay.

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Hedge Funds: An Analytic Perspective (Advances in F …

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The Heretics of Finance: Conversations with the Lea …

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Hedge funds : an analytic perspective

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Market efficiency : stock market behaviour in theor …

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The Industrial Organization and Regulation of the S …