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~subject:"Portfolio selection"
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Portfolio selection
Theorie
144
Theory
143
Portfolio-Management
80
USA
66
United States
65
CAPM
49
Capital income
47
Kapitaleinkommen
47
Estimation
39
Schätzung
39
Financial crisis
38
Arzneimittel
37
Börsenkurs
37
Finanzkrise
37
Pharmaceuticals
37
Share price
36
Financial market
35
Finanzmarkt
35
Systemic risk
35
Hedge fund
33
Hedgefonds
33
Systemrisiko
33
Risk
30
Anlageverhalten
29
Behavioural finance
29
Risiko
29
Welt
29
World
29
Risikomanagement
26
Hedging
25
Risk management
25
Pharmacology
23
Pharmakologie
23
Aktienmarkt
19
Efficient market hypothesis
19
Effizienzmarkthypothese
19
Investment Fund
18
Investmentfonds
18
Stock market
18
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Online availability
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Free
37
Undetermined
11
Type of publication
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Book / Working Paper
46
Article
34
Type of publication (narrower categories)
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Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
14
Working Paper
14
Graue Literatur
11
Non-commercial literature
11
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Reprint
1
Thesis
1
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Language
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English
80
Author
All
Lo, Andrew W.
80
MacKinlay, Archie Craig
12
Wang, Jiang
8
Chaudhuri, Shomesh
6
Cao, Charles Q.
5
Liang, Bing
5
Zhang, June
5
Zhang, Ruixun
5
Brennan, Thomas J.
4
MacKinlay, A. Craig
4
Petrasek, Lubomir
4
Chaudhuri, Shomesh E.
3
Khandani, Amir
3
Khandani, Amir E.
3
Matveyev, Egor
3
Aït-Sahalia, Yacine
2
Ben Chaouch, Zied
2
Bertsimas, Dimitris
2
Burnham, Terence C.
2
Cheng, Katherine
2
Halem, Zachery
2
Pepke, Shirley
2
Quraishi, Sarah
2
Remorov, Alexander
2
Rinaudo, Sergio
2
Spencer, Ryan
2
Wu, Lan
2
Zhao, Chaoyi
2
Ait-Sahalia, Yacine
1
Alhamdan, Abdullah
1
Bandi, Federico M.
1
Barberio, Joseph
1
Becraft, Jacob
1
Bodie, Zvi
1
Farnsworth, Grant
1
Foerster, Stephen Robert
1
Halem, Zachery M.
1
Hasanhodzic, Jasmina
1
Healy, Alexander D.
1
Heaton, John
1
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Institution
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National Bureau of Economic Research
10
Catalyst Institute <Chicago, Ill.>
1
Published in...
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NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
9
Journal of investment management : JOIM
7
NBER Working Paper
6
Journal of financial markets
4
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
Journal of financial economics
2
MIT Sloan Research Paper
2
A Catalyst Institute research project
1
Applications
1
Atlantic economic journal : AEJ
1
Computation and estimation in finance and economics
1
European journal of operational research : EJOR
1
FEDS Working Paper
1
Finance and economics discussion series
1
Financial analysts journal : FAJ
1
Investment performance measurement : evaluating and presenting results
1
Journal of bioeconomics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Operations research
1
Review of Asset Pricing Studies (RAPS), Forthcoming
1
Review of asset pricing studies
1
Rodney L. White Center for Financial Research
1
Sloan working papers
1
The MIT Press Series
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of structured finance
1
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ECONIS (ZBW)
80
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1
The statistics of sharpe ratios
Lo, Andrew W.
- In:
Investment performance measurement : evaluating and …
,
(pp. 629-651)
.
2009
Persistent link: https://www.econbiz.de/10003839912
Saved in:
2
Can financial economics cure cancer?
Lo, Andrew W.
- In:
Atlantic economic journal : AEJ
49
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10012542757
Saved in:
3
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:
4
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:
5
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:
6
Essays in financial and quantitative economics
Lo, Andrew W.
-
1984
Persistent link: https://www.econbiz.de/10000724308
Saved in:
7
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:
8
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:
9
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000909184
Saved in:
10
What would be their effects on financial markets and institutions?
Lo, Andrew W.
;
Heaton, John
-
1993
Persistent link: https://www.econbiz.de/10000996822
Saved in:
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