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~isPartOf:"Financial analysts' journal : FAJ"
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Financial analysts' journal : FAJ
NBER Working Papers
21,130
NBER Books
1,193
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213
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137
NBER working paper series
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23
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11
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Adaptive markets and the new world order
Lo, Andrew W.
- In:
Financial analysts' journal : FAJ
68
(
2012
)
2
,
pp. 18-29
Persistent link: https://www.econbiz.de/10009561202
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2
PERFORMANCE MEASUREMENT AND EVALUATION - The Statistics of Sharpe Ratios - Accuracy of Sharpe ratios can be improved by incorporating information about the market environment and the investment style in which the returns were obtained.
Lo, Andrew W.
- In:
Financial analysts' journal : FAJ
58
(
2002
)
4
,
pp. 36-52
Persistent link: https://www.econbiz.de/10006263559
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3
ALTERNATIVE INVESTMENTS - Risk Management for Hedge Funds: Introduction and Overview - The rapid rise of hedge funds has made the development of risk management protocols for these investment vehicles imperative.
Lo, Andrew W.
- In:
Financial analysts' journal : FAJ
57
(
2001
)
6
,
pp. 16-33
Persistent link: https://www.econbiz.de/10006270587
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4
RISK MANAGEMENT - The Three P's of Total Risk Management - Current risk-management practices are based on probabilities of extreme dollar losses, but probabilities capture only part of the story. A complete risk-management protocol must include two other factors: Prices and preferences
Lo, Andrew W.
- In:
Financial analysts' journal : FAJ
55
(
1999
)
1
Persistent link: https://www.econbiz.de/10006300465
Saved in:
5
On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.
;
Billio, Monica
;
Getmansky, Mila
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
Saved in:
6
Q group panel discussion : looking to the future
Leibowitz, Martin L.
;
Lo, Andrew W.
;
Merton, Robert C.
; …
- In:
Financial analysts' journal : FAJ
72
(
2016
)
4
,
pp. 17-25
Persistent link: https://www.econbiz.de/10011688455
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