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type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~person:"Lo, Andrew W."
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Search: subject_exact:"Portfolio management"
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26
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Lo, Andrew W.
Fabozzi, Frank J.
102
Wong, Wing Keung
47
Satchell, Stephen
45
Hammoudeh, Shawkat
33
Korn, Ralf
33
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31
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29
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29
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29
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28
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27
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26
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26
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25
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25
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24
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24
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24
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23
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23
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23
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23
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23
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23
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23
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22
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22
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22
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22
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21
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21
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21
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21
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21
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Journal of investment management : JOIM
6
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4
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3
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2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
26
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1
Can financial economics cure cancer?
Lo, Andrew W.
- In:
Atlantic economic journal : AEJ
49
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10012542757
Saved in:
2
Financing correlated drug development projects
Lo, Andrew W.
;
Siah, Kien Wei
- In:
The journal of structured finance
27
(
2021
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012517356
Saved in:
3
Financing vaccines for global health security
Vu, Jonathan T.
;
Kaplan, Benjamin K.
;
Chaudhuri, Shomesh
; …
- In:
Journal of investment management : JOIM
20
(
2022
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10013433610
Saved in:
4
Financing fusion energy
Alhamdan, Abdullah
;
Halem, Zachery M.
;
Hernandez, Irene
; …
- In:
Journal of investment management : JOIM
21
(
2023
)
1
,
pp. 5-51
Persistent link: https://www.econbiz.de/10014371995
Saved in:
5
The effects of spending rules and asset allocation on nonprofit endowments
Halem, Zachery
;
Lo, Andrew W.
;
Matveyev, Egor
; …
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10014232174
Saved in:
6
Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
Saved in:
7
Measuring risk preferences and asset-allocation decisions : a global survey analysis
Lo, Andrew W.
;
Remorov, Alexander
;
Ben Chaouch, Zied
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 5-50
Persistent link: https://www.econbiz.de/10012589063
Saved in:
8
A portfolio approach to accelerate therapeutic innovation in ovarian cancer
Chaudhuri, Shomesh
;
Cheng, Katherine
;
Lo, Andrew W.
; …
- In:
Journal of investment management : JOIM
17
(
2019
)
2
,
pp. 5-16
Persistent link: https://www.econbiz.de/10012254271
Saved in:
9
Funding long shots
Hull, John
;
Lo, Andrew W.
;
Stein, Roger M.
- In:
Journal of investment management : JOIM
17
(
2019
)
4
,
pp. 9-41
Persistent link: https://www.econbiz.de/10012254318
Saved in:
10
On black's leverage effect in firms with no leverage
Hasanhodzic, Jasmina
;
Lo, Andrew W.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 106-122
Persistent link: https://www.econbiz.de/10012433123
Saved in:
11
Hedge fund holdings and stock market efficiency
Cao, Charles Q.
;
Liang, Bing
;
Lo, Andrew W.
;
Petrasek, …
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 77-116
Persistent link: https://www.econbiz.de/10012001539
Saved in:
12
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:
13
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:
14
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:
15
Hedge fund beta replication : a five-year retrospective
Lee, Peter A.
;
Lo, Andrew W.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 5-18
Persistent link: https://www.econbiz.de/10011634613
Saved in:
16
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:
17
What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.
;
Lo, Andrew W.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009267118
Saved in:
18
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
Saved in:
19
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:
20
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
21
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
Saved in:
22
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
23
Optimal control of execution costs
Bertsimas, Dimitris
- In:
Journal of financial markets
1
(
1998
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001249274
Saved in:
24
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 102-134
Persistent link: https://www.econbiz.de/10001337437
Saved in:
25
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
Saved in:
26
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
Saved in:
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