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subject:"Portfolio-Management"
subject:"United States"
~person:"Lo, Andrew W."
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
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Subject
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Portfolio-Management
United States
Portfolio selection
Prognoseverfahren
Theorie
36
Theory
36
USA
14
CAPM
8
Börsenkurs
7
Estimation
7
Schätzung
7
Share price
7
Capital income
6
Kapitaleinkommen
6
Derivat
4
Derivative
4
Hedging
4
Transaction costs
4
Transaktionskosten
4
Anlageverhalten
3
Behavioural finance
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Efficient market hypothesis
3
Effizienzmarkthypothese
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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Free
2
Undetermined
2
Type of publication
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Article
22
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Bibliografie enthalten
Thesis
Article in journal
22
Arbeitspapier
13
Working Paper
13
Graue Literatur
10
Non-commercial literature
10
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
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English
22
Author
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Lo, Andrew W.
Fabozzi, Frank J.
50
Franses, Philip Hans
44
Gupta, Rangan
41
Clements, Michael P.
40
Timmermann, Allan
40
Diebold, Francis X.
36
Korn, Ralf
32
Heckman, James J.
28
Petropoulos, Fotios
28
Escobar, Marcos
27
Hendry, David F.
27
Wong, Wing Keung
27
Marcellino, Massimiliano
26
Jarrow, Robert A.
25
Li, Duan
25
Pierdzioch, Christian
25
Swanson, Norman R.
25
Hyndman, Rob J.
24
Moosa, Imad A.
24
Wang, Yudong
24
Bollerslev, Tim
23
Chavas, Jean-Paul
23
Makridakis, Spyros G.
23
Satchell, Stephen
23
Zagst, Rudi
23
Koop, Gary
22
Dijk, Dick van
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
20
Engle, Robert F.
19
Ferson, Wayne E.
19
Guerard, John Baynard
19
Lee, Cheng F.
19
Lien, Da-hsiang Donald
19
MacDonald, Ronald
19
Tower, Edward
19
Campbell, John Y.
18
Christiano, Lawrence J.
18
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Published in...
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The review of financial studies
4
Journal of financial economics
3
Journal of financial markets
3
The journal of finance : the journal of the American Finance Association
3
Computation and estimation in finance and economics
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
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
Quantitative finance
1
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ECONIS (ZBW)
22
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1
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10
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22
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1
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
2
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:
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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