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person:"Blake, David"
~isPartOf:"Discussion paper / the Pensions Institute, Birkbeck College, University of London"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lo, Andrew W."
~person:"Post, Thierry"
~subject:"Theorie"
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Search: subject_exact:"Portfolio management"
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Theorie
Portfolio selection
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Portfolio-Management
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Theory
9
CAPM
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4
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4
1986-1994
3
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Blake, David
Lo, Andrew W.
Post, Thierry
Campbell, John Y.
6
Viceira, Luis M.
6
Brandt, Michael W.
5
Cochrane, John H.
5
Cooper, Russell W.
5
MacKinlay, Archie Craig
5
Mitchell, Olivia S.
5
Ang, Andrew
4
Bodie, Zvi
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Maurer, Raimond
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Nieuwerburgh, Stijn van
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Poterba, James M.
4
Pástor, Ľuboš
4
Santa-Clara, Pedro
4
Shleifer, Andrei
4
Stambaugh, Robert F.
4
Wang, Jiang
4
Abel, Andrew B.
3
Aït-Sahalia, Yacine
3
Barberis, Nicholas
3
Berk, Jonathan B.
3
Ferson, Wayne E.
3
Gorton, Gary
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Lustig, Hanno
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Svensson, Lars E. O.
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Chien, YiLi
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
7
Management science : journal of the Institute for Operations Research and the Management Sciences
4
NBER Working Paper
4
The review of financial studies
4
Discussion paper in financial economics : FE
3
ERIM report series research in management
3
Journal of banking & finance
3
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3
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2
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
2
Computation and estimation in finance and economics
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Finance : a characteristics approach
1
Journal of bioeconomics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Journal of financial economics
1
Koç University - TÜSİAD Economic Research Forum working paper series
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Macroeconomic dynamics
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OR spectrum : quantitative approaches in management
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Report / Erasmus Center for Financial Research, Erasmus University
1
Rodney L. White Center for Financial Research
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Routledge international studies in money and banking
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The econometrics journal
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The review of economics and statistics
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ECONIS (ZBW)
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1
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:
2
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:
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
Performance measurement using multiple asset class portfolio data : a study of UK pensions fund
Blake, David
;
Lehmann, Bruce Neal
;
Timmermann, Allan
-
1997
Persistent link: https://www.econbiz.de/10001469926
Saved in:
6
Portfolio choice models of pension funds and life companies : similarities and differences
Blake, David
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10001469921
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7
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000909184
Saved in:
8
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:
9
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
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