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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
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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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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
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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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When do stop-loss rules stop losses?
Kaminski, Kathryn M.; Lo, Andrew W. - In: Journal of financial markets 18 (2014), pp. 234-254
Persistent link: https://www.econbiz.de/10010442454
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Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.; Remorov, Alexander - In: Journal of financial markets 34 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
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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
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Robust ranking and portfolio optimization
Tri-Dung Nguyen; Lo, Andrew W. - In: European journal of operational research : EJOR 221 (2012) 2, pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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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