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Lo, Andrew W.
58
Wang, Jiang
9
Campbell, John Y.
7
Khandani, Amir E.
5
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5
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4
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Working paper / National Bureau of Economic Research, Inc
18
The journal of finance : the journal of the American Finance Association
7
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5
Financial analysts' journal : FAJ
3
Journal of investment management : JOIM
3
The review of financial studies
3
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ECONIS (ZBW)
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Regulatory reform in the wake of the financial crisis of 2007 - 2008
Lo, Andrew W.
- In:
Journal of financial economic policy
1
(
2009
)
1
,
pp. 4-43
Persistent link: https://www.econbiz.de/10009930411
Saved in:
2
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
Hutchinson, James M.
;
Lo, Andrew W.
;
Poggio, Tomaso
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 851-890
Persistent link: https://www.econbiz.de/10006600347
Saved in:
3
General - Finance: A Selective Survey
Lo, Andrew W.
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
450
,
pp. 629-634
Persistent link: https://www.econbiz.de/10006624000
Saved in:
4
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. 529-610
Persistent link: https://www.econbiz.de/10006502560
Saved in:
5
Econometric models of limit-order executions
Lo, Andrew W.
;
Mackinlay, A.Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10006508989
Saved in:
6
Cognitive Neuroscientific Foundations of Economic Behavior - Fear and Greed in Financial Markets: A Clinical Study of Day-Traders
Lo, Andrew W.
;
Repin, Dmitry V.
;
Steenbarger, Brett N.
- In:
The American economic review
95
(
2005
)
2
,
pp. 352-359
Persistent link: https://www.econbiz.de/10006810663
Saved in:
7
ARTICLES - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1705-1764
Persistent link: https://www.econbiz.de/10006568788
Saved in:
8
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
Saved in:
9
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
Saved in:
10
The Econometrics of Financial Markets
Campbell, John Y.
;
Lo, Andrew W.
;
MacKinlay, Craig
; …
- In:
Business economics : the journal of the National …
33
(
1998
)
2
,
pp. 73
Persistent link: https://www.econbiz.de/10006469252
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