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CAPM
Theorie
144
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143
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80
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80
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66
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65
Capital income
47
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47
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23
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8
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English
48
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Lo, Andrew W.
49
Wang, Jiang
14
MacKinlay, Archie Craig
9
Brennan, Thomas J.
5
Campbell, John Y.
4
Hutchinson, James M.
4
Poggio, Tomaso
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
2
Chaudhuri, Shomesh
2
Chaudhuri, Shomesh E.
2
MacKinlay, A. Craig
2
Tamoni, Andrea
2
Adamek, Petr
1
Ait-Sahalia, Yacine
1
Allen, Franklin
1
Bodie, Zvi
1
Geanakoplos, John
1
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National Bureau of Economic Research
8
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8
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7
Working paper / National Bureau of Economic Research, Inc.
7
The journal of finance : the journal of the American Finance Association
4
Advances in economics and econometrics ; Vol. 2
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The review of financial studies
2
Applications
1
Econometric methods and financial time series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Johns Hopkins Carey Business School Research Paper
1
Journal of econometrics
1
Journal of investment management : JOIM
1
MIT Sloan Research Paper
1
Management Science
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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ECONIS (ZBW)
48
RePEc
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1
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W.
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
Saved in:
2
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:
3
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
Saved in:
4
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:
5
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:
6
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
7
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:
8
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Saved in:
9
Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
Saved in:
10
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
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