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type_genre:"Article in journal"
subject:"Schätzung"
~subject:"Portfolio-Management"
~person:"Lo, Andrew W."
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Schätzung
Portfolio-Management
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36
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36
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14
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14
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12
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8
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7
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7
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1962-1987
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Lo, Andrew W.
Fabozzi, Frank J.
49
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
29
Korn, Ralf
29
Wong, Wing Keung
28
Escobar, Marcos
26
Kumbhakar, Subal
25
Li, Duan
25
Serletis, Apostolos
25
Gupta, Rangan
24
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Bahmani-Oskooee, Mohsen
18
Satchell, Stephen
18
Forsyth, Peter A.
17
Jarrow, Robert A.
17
Post, Thierry
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Chang, Tsangyao
16
Gollier, Christian
16
Levy, Haim
16
Zhou, Guofu
16
Bossaerts, Peter L.
15
Brooks, Robert
15
Chen, Zhiping
15
Guidolin, Massimo
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
Lioui, Abraham
15
Moosa, Imad A.
15
Peel, David
15
Pesaran, M. Hashem
15
Platen, Eckhard
15
Račev, Svetlozar T.
15
Timmermann, Allan
15
Tiwari, Aviral Kumar
15
Vanduffel, Steven
15
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Journal of financial markets
3
The review of financial studies
3
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
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
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Journal of political economy
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Macroeconomic dynamics
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Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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ECONIS (ZBW)
17
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17
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
14
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:
15
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W.
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1997
)
2
,
pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
Saved in:
16
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:
17
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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