Last modified by MammaMia - 8 years ago
DOI
10.1016/j.finmar.2010.07.005
Publication Type
Citation
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.
Last modified by MammaMia - 8 years ago
DOI
10.2469/faj.v58.n4.2453
Publication Type
Citation
The Statistics of Sharpe Ratios." Lo, Andrew W. Financial Analysts Journal Vol. 58, No. 4 (2002): 36–52.
Last modified by MammaMia - 8 years ago
DOI
10.2469/faj.v57.n6.2490
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Citation
Risk Management For Hedge Funds: Introduction and Overview." Lo, Andrew W. Financial Analysts Journal Vol. 57, No. 6 (2001): 16–33.
Last modified by MammaMia - 8 years ago
DOI
10.1080/01621459.2000.10474239
Publication Type
Citation
Finance: A Selective Survey." Lo, Andrew W. Journal of the American Statistical Association Vol. 95, No. 450 (2000): 629–635.
Last modified by MammaMia - 8 years ago
DOI
10.1073/pnas.96.18.9991
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Citation
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.
Last modified by MammaMia - 8 years ago
DOI
10.1017/S1365100597002046
Publication Type
Citation
Maximizing Predictability in the Stock and Bond Markets." Lo, Andrew W. and A. Craig MacKinlay. Macroeconomic Dynamics Vol. 1, No. 1 (1997): 102–134.
Last modified by MammaMia - 8 years ago
DOI
10.1016/0304-405X(92)90038-Y
Publication Type
Citation
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.
Last modified by MammaMia - 8 years ago
DOI
10.2307/2938368
Publication Type
Citation
Long-Term Memory in Stock Market Prices." Lo, Andrew W. Econometrica Vol. 59, No. 5 (1991): 1279–1313.
Last modified by MammaMia - 8 years ago
DOI
10.1080/758524895
Publication Type
Citation
Games of Survival in the Newspaper Industry." Bucklin, Randolph, Richard Caves and Andrew W. Lo. Applied Economics Vol. 21, No. 5 (1989): 631–650.
Last modified by MammaMia - 8 years ago
DOI
10.1017/S0266466600012044
Publication Type
Citation
Maximum Likelihood Estimation of Generalized ItÔ Processes with Discretely-Sampled Data." Lo, Andrew W. Econometric Theory Vol. 4, No. 2 (1988): 231–247.