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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~person:"Lo, Andrew W."
~subject:"Makroökonometrie"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Portfolio selection
Makroökonometrie
Schätzung
Theorie
37
Theory
37
USA
14
United States
14
Portfolio-Management
12
Börsenkurs
8
CAPM
8
Share price
8
Capital income
7
Estimation
7
Kapitaleinkommen
7
Derivat
4
Derivative
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Hedging
4
Transaction costs
4
Transaktionskosten
4
Anlageverhalten
3
Behavioural finance
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Handelsvolumen der Börse
3
Risikomanagement
3
Risk management
3
Schätztheorie
3
Time series analysis
3
Trading volume
3
Zeitreihenanalyse
3
1962-1987
2
1962-1996
2
Asset allocation
2
Behavioral finance
2
Evolutionary economics
2
Evolutionsökonomik
2
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Article
18
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Multi-volume publication
Aufsatz in Zeitschrift
Bibliografie enthalten
Government document
Article in journal
18
Arbeitspapier
12
Working Paper
12
Graue Literatur
8
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1
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English
18
Author
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Lo, Andrew W.
Fabozzi, Frank J.
51
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
30
Korn, Ralf
29
Wong, Wing Keung
28
Escobar, Marcos
26
Kumbhakar, Subal
25
Li, Duan
25
Serletis, Apostolos
25
Gupta, Rangan
24
Gouriéroux, Christian
23
Zagst, Rudi
22
Markowitz, Harry
20
Prigent, Jean-Luc
20
Pesaran, M. Hashem
19
Bahmani-Oskooee, Mohsen
18
Satchell, Stephen
18
Forsyth, Peter A.
17
Jarrow, Robert A.
17
Levy, Haim
17
Post, Thierry
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Chang, Tsangyao
16
Gollier, Christian
16
Lioui, Abraham
16
Moosa, Imad A.
16
Timmermann, Allan
16
Wohar, Mark E.
16
Zhou, Guofu
16
Bossaerts, Peter L.
15
Brooks, Robert
15
Chen, Zhiping
15
Creedy, John
15
Ghysels, Eric
15
Guidolin, Massimo
15
Hendry, David F.
15
Li, Zhongfei
15
Lien, Da-hsiang Donald
15
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Journal of financial markets
3
The review of financial studies
3
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
Annual review of financial economics
1
Computation and estimation in finance and economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European journal of operational research : EJOR
1
Journal of bioeconomics
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
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ECONIS (ZBW)
18
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1
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
2
Macroeconomic models for monetary policy : a critical review from a finance perspective
Dou, Winston Wei
;
Lo, Andrew W.
;
Muley, Ameya
;
Uhlig, Harald
- In:
Annual review of financial economics
12
(
2020
),
pp. 95-140
Persistent link: https://www.econbiz.de/10012404623
Saved in:
3
The growth of relative wealth and the Kelly criterion
Lo, Andrew W.
;
Orr, H. Allen
;
Zhang, Ruixun
- In:
Journal of bioeconomics
20
(
2018
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012055186
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
8
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
Journal of political economy
112
(
2004
)
5
,
pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
Saved in:
9
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
10
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
Saved in:
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