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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~person:"Lo, Andrew W."
~subject:"Schätzung"
~type:"article"
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Portfolio-Management
Stochastischer Prozess
Schätzung
Theorie
38
Theory
38
USA
15
United States
15
Portfolio selection
12
CAPM
9
Estimation
8
Börsenkurs
7
Share price
7
Capital income
6
Kapitaleinkommen
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Derivat
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Derivative
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Dynamic equilibrium
4
Dynamisches Gleichgewicht
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Handelsvolumen der Börse
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Hedging
4
Trading volume
4
Transaction costs
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Transaktionskosten
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1962-1996
3
Anlageverhalten
3
Behavioural finance
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Efficient market hypothesis
3
Effizienzmarkthypothese
3
Estimation theory
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Financial market
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Finanzmarkt
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Risikomanagement
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Risk management
3
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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1962-1987
2
Asset allocation
2
Behavioral finance
2
Evolutionary economics
2
Evolutionsökonomik
2
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English
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Lo, Andrew W.
Fabozzi, Frank J.
83
Escudero, Laureano F.
35
Wong, Wing Keung
34
Gil-Alaña, Luis A.
33
Kumbhakar, Subal
33
Satchell, Stephen
33
Caporale, Guglielmo Maria
31
Korn, Ralf
31
Phillips, Peter C. B.
31
Račev, Svetlozar T.
31
Escobar, Marcos
30
Markowitz, Harry
27
Serletis, Apostolos
27
Li, Duan
25
Zagst, Rudi
25
Gupta, Rangan
24
Prigent, Jean-Luc
24
Siu, Tak Kuen
23
Tsionas, Efthymios G.
23
Gollier, Christian
22
Gendreau, Michel
21
McAleer, Michael
21
Chen, Zhiping
20
Jarrow, Robert A.
20
Madan, Dilip B.
20
Platen, Eckhard
20
Wong, Hoi Ying
20
Gouriéroux, Christian
19
Härdle, Wolfgang
19
Post, Thierry
19
Schwartz, Eduardo S.
19
Bahmani-Oskooee, Mohsen
18
Engle, Robert F.
18
Forsyth, Peter A.
18
Maurer, Raimond
18
Schenk-Hoppé, Klaus Reiner
18
Zhou, Guofu
18
Chan, Joshua
17
Chang, Tsangyao
17
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Journal of financial economics
3
Journal of financial markets
3
The review of financial studies
3
The journal of finance : the journal of the American Finance Association
2
Advances in economics and econometrics ; Vol. 2
1
Annual review of financial economics
1
Computation and estimation in finance and economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European journal of operational research : EJOR
1
Journal of bioeconomics
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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1
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
2
Macro-finance models with nonlinear dynamics
Dou, Winston Wei
;
Fang, Xiang
;
Lo, Andrew W.
;
Uhling, Harald
- In:
Annual review of financial economics
15
(
2023
),
pp. 407-432
Persistent link: https://www.econbiz.de/10014426342
Saved in:
3
The growth of relative wealth and the Kelly criterion
Lo, Andrew W.
;
Orr, H. Allen
;
Zhang, Ruixun
- In:
Journal of bioeconomics
20
(
2018
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012055186
Saved in:
4
Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.
;
Remorov, Alexander
- In:
Journal of financial markets
34
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
Saved in:
5
When do stop-loss rules stop losses?
Kaminski, Kathryn M.
;
Lo, Andrew W.
- In:
Journal of financial markets
18
(
2014
),
pp. 234-254
Persistent link: https://www.econbiz.de/10010442454
Saved in:
6
Robust ranking and portfolio optimization
Tri-Dung Nguyen
;
Lo, Andrew W.
- In:
European journal of operational research : EJOR
221
(
2012
)
2
,
pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
Saved in:
7
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
8
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
Journal of political economy
112
(
2004
)
5
,
pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
Saved in:
9
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
10
Trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10002011568
Saved in:
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