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...The econometrics of financial markets click here to view our web site description john y campbell andrew w lo and a craig mackinlay ometimes you just shave clench your teeth go for dif ferential matrix algebra central limit theorems together with maximum likelihood techniques static mean variance portfolio theory not forgetting dynamic asset pricing models these are tools need before can start making em pirical inferences in nancial economics so wrote ruben lee playfully review winner tiaa cref s paul samuelson award economist harry m markowitz who won nobel prize published his landmark thesis portfo lio selection as an article journal finance was born over subsequent decades this young burgeoning eld saw many advances but few econo metric technique or empirical results then nearly four later finan cial made bold leap forward by integrating work three economists combined their own path breaking research generation foundational mod ern book includes treatment topics from predictability ...