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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lo, Andrew W."
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Portfolio selection
Theorie
16
Theory
16
Portfolio-Management
7
USA
7
United States
7
Börsenkurs
6
Share price
6
Estimation
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
CAPM
3
Handelsvolumen der Börse
3
Hedging
3
Trading volume
3
1962-1996
2
Time series analysis
2
Transaction costs
2
Transaktionskosten
2
Zeitreihenanalyse
2
1950-2012
1
Aktienmarkt
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Arzneimittel
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Biotechnologie-Industrie
1
Biotechnology industry
1
Business cycle
1
Capital structure
1
Capital-Asset-Pricing-Modell
1
Competition
1
Corporate disclosure
1
Costs
1
Derivat
1
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Book / Working Paper
7
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Arbeitspapier
7
Working Paper
7
Graue Literatur
3
Non-commercial literature
3
Language
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English
7
Author
All
Lo, Andrew W.
Muhle-Karbe, Johannes
11
Soner, Halil Mete
11
Evstigneev, Igor V.
10
Malamud, Semyon
9
Schenk-Hoppé, Klaus Reiner
8
Sornette, Didier
8
Cvitanić, Jakša
7
Hens, Thorsten
7
Campbell, John Y.
6
Filipović, Damir
6
Jondeau, Eric
6
Platen, Eckhard
6
Viceira, Luis M.
6
Zhou, Xun Yu
6
Bacchetta, Philippe
5
Brandt, Michael W.
5
Cochrane, John H.
5
Cooper, Russell W.
5
Farkas, Walter
5
Hugonnier, Julien
5
Jin, Hanqing
5
Li, Duan
5
MacKinlay, Archie Craig
5
Mitchell, Olivia S.
5
Scaillet, Olivier
5
Van Wincoop, Eric
5
Ang, Andrew
4
Bodie, Zvi
4
Bonaparte, Yosef
4
Dumas, Bernard
4
Gilli, Manfred
4
Kelly, Bryan T.
4
Korn, Ralf
4
Lustig, Hanno
4
Maurer, Raimond
4
Nieuwerburgh, Stijn van
4
Paolella, Marc S.
4
Pedersen, Lasse Heje
4
Polak, Pawel
4
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Published in...
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Journal of economic theory
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper series / Swiss Finance Institute
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
7
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
Journal of econometrics
1
Journal of financial economics
1
Macroeconomic dynamics
1
Rodney L. White Center for Financial Research
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
7
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1
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
2
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:
3
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
4
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
5
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000909184
Saved in:
6
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:
7
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:
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