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~subject:"Portfolio selection"
~person:"Lo, Andrew W."
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Portfolio selection
Theorie
117
Theory
116
Portfolio-Management
34
USA
29
United States
29
Börsenkurs
25
Share price
25
Estimation
24
Schätzung
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21
Capital income
17
Kapitaleinkommen
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Handelsvolumen der Börse
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Time series analysis
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Trading volume
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Transaction costs
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Transaktionskosten
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Financial market
10
Finanzmarkt
10
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10
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10
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Econometrics
9
Efficient market hypothesis
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Effizienzmarkthypothese
8
Securities trading
8
Wertpapierhandel
8
Sampling
7
Stichprobenerhebung
7
Arzneimittel
6
Forecasting model
6
Market microstructure
6
Marktmikrostruktur
6
Pharmaceuticals
6
Probability theory
6
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English
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Lo, Andrew W.
Fabozzi, Frank J.
122
Maurer, Raimond
72
Platen, Eckhard
54
Gollier, Christian
48
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
35
Satchell, Stephen
35
Prigent, Jean-Luc
33
Escobar, Marcos
32
Schenk-Hoppé, Klaus Reiner
32
Viceira, Luis M.
32
Vanduffel, Steven
31
Zagst, Rudi
30
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Bodie, Zvi
28
Lucas, André
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Sass, Jörn
26
Shleifer, Andrei
26
Wang, Ruodu
26
Gouriéroux, Christian
25
Pedersen, Lasse Heje
25
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25
Bernard, Carole
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NBER Working Paper
4
Journal of financial markets
3
The review of financial studies
3
Computation and estimation in finance and economics
1
European journal of operational research : EJOR
1
Journal of bioeconomics
1
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Journal of financial economics
1
Macroeconomic dynamics
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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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
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