//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lo, Andrew W."
~person:"Platen, Eckhard"
~subject:"Econometrics"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Eine ökonomische Theorie des F...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Econometrics
Portfolio selection
Theorie
238
Theory
237
Portfolio-Management
88
Börsenkurs
42
Share price
42
CAPM
34
Stochastischer Prozess
33
Stochastic process
32
USA
32
United States
32
Estimation
26
Schätzung
26
Hedging
21
Benchmarking
19
Capital income
19
Kapitaleinkommen
19
Financial market
17
Finanzmarkt
17
Volatility
17
Volatilität
17
Time series analysis
15
Zeitreihenanalyse
15
Analysis
13
Derivat
13
Derivative
13
Mathematical analysis
13
Handelsvolumen der Börse
12
Martingal
12
Martingale
12
Trading volume
12
Transaction costs
12
Transaktionskosten
12
Arbitrage Pricing
10
Arbitrage pricing
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Ökonometrie
10
Bewertung
9
Dynamic equilibrium
9
more ...
less ...
Online availability
All
Free
52
Undetermined
7
Type of publication
All
Book / Working Paper
65
Article
27
Type of publication (narrower categories)
All
Arbeitspapier
39
Working Paper
39
Graue Literatur
35
Non-commercial literature
35
Article in journal
27
Aufsatz in Zeitschrift
27
Lehrbuch
4
Textbook
4
more ...
less ...
Language
All
English
92
Author
All
Lo, Andrew W.
Platen, Eckhard
Fabozzi, Frank J.
122
Maurer, Raimond
72
Gollier, Christian
48
Campbell, John Y.
45
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Gouriéroux, Christian
41
Ang, Andrew
40
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Pesaran, M. Hashem
38
Satchell, Stephen
36
Hendry, David F.
35
Post, Thierry
35
Prigent, Jean-Luc
33
Viceira, Luis M.
33
Engle, Robert F.
32
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Härdle, Wolfgang
31
Vanduffel, Steven
31
Zagst, Rudi
31
Baltagi, Badi H.
29
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Lucas, André
29
Bodie, Zvi
28
Timmermann, Allan
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Jarrow, Robert A.
26
Phillips, Peter C. B.
26
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
NBER Working Paper
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Journal of financial markets
3
The review of financial studies
3
Asia-Pacific financial markets
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Computation and estimation in finance and economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
European journal of operational research : EJOR
1
Journal of bioeconomics
1
Journal of econometrics
1
Journal of financial economics
1
Macroeconomic dynamics
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Rodney L. White Center for Financial Research
1
Springer Finance
1
Springer finance
1
The Kyoto economic review
1
The journal of finance : the journal of the American Finance Association
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000909184
Saved in:
2
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000766816
Saved in:
3
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
Saved in:
4
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
5
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
6
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1999
Persistent link: https://www.econbiz.de/10001408440
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->