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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lo, Andrew W."
~subject:"Financial market"
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Portfolio-Management
Stochastischer Prozess
Financial market
Theorie
16
Theory
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Portfolio selection
7
USA
7
United States
7
Börsenkurs
6
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1962-1996
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1950-2012
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Lo, Andrew W.
Campbell, John Y.
9
Froot, Kenneth
8
Aizenman, Joshua
7
Shleifer, Andrei
7
Stiglitz, Joseph E.
7
Aït-Sahalia, Yacine
6
Cochrane, John H.
6
Cooper, Russell W.
6
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6
Pástor, Ľuboš
6
Viceira, Luis M.
6
Ang, Andrew
5
Brandt, Michael W.
5
MacKinlay, Archie Craig
5
Stambaugh, Robert F.
5
Wang, Jiang
5
Abel, Andrew B.
4
Bodie, Zvi
4
Bonaparte, Yosef
4
Ferson, Wayne E.
4
Gabaix, Xavier
4
Gorton, Gary
4
Lewis, Karen K.
4
Lustig, Hanno
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Martin, Ian
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Working paper / National Bureau of Economic Research, Inc.
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7
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Journal of financial markets
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The review of financial studies
3
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ECONIS (ZBW)
7
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
2
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
Saved in:
3
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
4
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
5
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000909184
Saved in:
6
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000766816
Saved in:
7
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
Saved in:
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