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type_genre:"Arbeitspapier"
~person:"Lo, Andrew W."
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Hedge fund holdings and stock market efficiency
Cao, Charles Q.
;
Liang, Bing
;
Lo, Andrew W.
;
Petrasek, …
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2014
Persistent link: https://www.econbiz.de/10010433420
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2
Hedge funds : a dynamic industry in transition
Getmansky, Mila
;
Lee, Peter A.
;
Lo, Andrew W.
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2015
Persistent link: https://www.econbiz.de/10011334621
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3
What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.
;
Lo, Andrew W.
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2008
Persistent link: https://www.econbiz.de/10003778778
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4
Systemic risk and hedge funds
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
-
2005
Persistent link: https://www.econbiz.de/10002700785
Saved in:
5
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10001748919
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