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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of financial economics"
~language:"afr"
~language:"eng"
~person:"Lo, Andrew W."
~person:"Lynch, Anthony W."
~subject:"CAPM"
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Portfolio-Management
United States
CAPM
Theorie
7
Theory
7
Portfolio selection
4
Hedging
3
USA
3
Börsenkurs
2
Capital income
2
Estimation
2
Investment Fund
2
Investmentfonds
2
Kapitaleinkommen
2
Schätzung
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Share price
2
Transaction costs
2
Transaktionskosten
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1988
1
1994-1995
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Derivat
1
Derivative
1
Econometrics
1
Estimation theory
1
Hedge fund
1
Hedgefonds
1
Market microstructure
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Marktmikrostruktur
1
Probability theory
1
Schätztheorie
1
Securities trading
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Simulation
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Stochastic process
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Systematischer Fehler
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Lo, Andrew W.
Lynch, Anthony W.
Pedersen, Lasse Heje
6
Fama, Eugene F.
5
Longstaff, Francis A.
5
Shanken, Jay
5
Ferson, Wayne E.
4
French, Kenneth Ronald
4
Kothari, S. P.
4
MacKinlay, Archie Craig
4
Stambaugh, Robert F.
4
Zhou, Guofu
4
Allen, Franklin
3
Bakshi, Gurdip S.
3
Boons, Martijn
3
Booth, James R.
3
Campbell, John Y.
3
Chabi-Yo, Fousseni
3
Chordia, Tarun
3
Harvey, Campbell R.
3
Kelly, Bryan T.
3
Malamud, Semyon
3
Moskowitz, Tobias J.
3
Panageas, Stauros
3
Shleifer, Andrei
3
Subrahmanyam, Avanidhar
3
Avramov, Doron
2
Baker, Malcolm
2
Ball, Ray
2
Barberis, Nicholas
2
Barroso, Pedro
2
Bekaert, Geert
2
Boudoukh, Jacob
2
Brandt, Michael W.
2
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2
Brown, David C.
2
Campello, Murillo
2
Cederburg, Scott
2
Collin-Dufresne, Pierre
2
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2
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
12
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
7
NBER Working Paper
6
The review of financial studies
4
Journal of financial markets
3
Journal of econometrics
2
A National Bureau of Economic Research conference report
1
Advances in economics and econometrics ; Vol. 2
1
An Elgar research collection
1
Computation and estimation in finance and economics
1
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European journal of operational research : EJOR
1
Journal of bioeconomics
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Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
MIT Sloan Research Paper
1
Macroeconomic dynamics
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NBER macroeconomics annual
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Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Rodney L. White Center for Financial Research
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The international library of critical writings in economics
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ECONIS (ZBW)
6
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1
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:
2
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:
3
Portfolio choice and equity characteristics : characterizing the hedging demands induced by return predictability
Lynch, Anthony W.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 67-130
Persistent link: https://www.econbiz.de/10001608813
Saved in:
4
Transaction costs and predictability : some utility cost calculations
Balduzzi, Pierluigi
;
Lynch, Anthony W.
- In:
Journal of financial economics
52
(
1999
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001387776
Saved in:
5
Survivorship bias and attrition effects in measures of performance persistence
Carpenter, Jennifer N.
;
Lynch, Anthony W.
- In:
Journal of financial economics
54
(
1999
)
3
,
pp. 337-374
Persistent link: https://www.econbiz.de/10001429023
Saved in:
6
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
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