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International conference "Advanced Finance and Stochastics"
June 24, 2013 17:40–18:00, Moscow, Steklov Mathematical Institute of RAS 		 

What can be inferred from a single cross-section of stock returns?

Serguey Khovansky

Northeastern University, USA
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Flash Video 732.1 Mb
MP4 467.5 Mb
Supplementary materials:
Adobe PDF 335.6 Kb

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Serguey Khovansky
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Supplementary materials: 7080.pdf (335.6 Kb)

Language: English
 
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