DOI
10.1016/j.jmoneco.2011.06.001
Publication Type
Complexity, Concentration, and Contagion: A Comment." Lo, Andrew W. Journal of Monetary Economics Vol. 58, No. 5 (2011): 471–479.
DOI
10.1016/j.finmar.2010.07.005
Publication Type
What Happened To The Quants In August 2007? Evidence from Factors and Transactions Data." Khandani, Amir and Andrew W. Lo. Journal of Financial Markets Vol. 14, No. 1 (2011): 1-46.
DOI
10.2469/faj.v58.n4.2453
Publication Type
The Statistics of Sharpe Ratios." Lo, Andrew W. Financial Analysts Journal Vol. 58, No. 4 (2002): 36–52.
DOI
10.2469/faj.v57.n6.2490
Publication Type
Risk Management For Hedge Funds: Introduction and Overview." Lo, Andrew W. Financial Analysts Journal Vol. 57, No. 6 (2001): 16–33.
DOI
10.1080/01621459.2000.10474239
Publication Type
Finance: A Selective Survey." Lo, Andrew W. Journal of the American Statistical Association Vol. 95, No. 450 (2000): 629–635.
DOI
10.1073/pnas.96.18.9991
Publication Type
Frontiers of Finance: Evolution and Efficient Markets." Farmer, J. Doyne and Andrew W. Lo. Proceedings of the National Academy of Sciences Vol. 96, No. 18 (1999): 9991-9992.
DOI
10.1017/S1365100597002046
Publication Type
Maximizing Predictability in the Stock and Bond Markets." Lo, Andrew W. and A. Craig MacKinlay. Macroeconomic Dynamics Vol. 1, No. 1 (1997): 102–134.
DOI
10.1016/0304-405X(92)90038-Y
Publication Type
An Ordered Probit Analysis of Transaction Stock Prices." Hausman, Jerry A., Andrew W. Lo and A. Craig MacKinlay. Journal of Financial Economics Vol. 31, No. 3 (1992): 319–379.
DOI
10.2307/2938368
Publication Type
Long-Term Memory in Stock Market Prices." Lo, Andrew W. Econometrica Vol. 59, No. 5 (1991): 1279–1313.
DOI
10.1080/758524895
Publication Type
Games of Survival in the Newspaper Industry." Bucklin, Randolph, Richard Caves and Andrew W. Lo. Applied Economics Vol. 21, No. 5 (1989): 631–650.