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subject:"United States"
~person:"Lo, Andrew W."
~subject:"Portfolio selection"
~subject:"Spieltheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Einführung"
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United States
Portfolio selection
Spieltheorie
Theorie
36
Theory
36
USA
14
Portfolio-Management
12
CAPM
8
Börsenkurs
7
Estimation
7
Schätzung
7
Share price
7
Capital income
6
Kapitaleinkommen
6
Derivat
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Derivative
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Transaktionskosten
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Efficient market hypothesis
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Zeitreihenanalyse
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1962-1987
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1962-1996
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Aufsatz in Zeitschrift
Einführung
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21
Arbeitspapier
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English
21
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Lo, Andrew W.
Fabozzi, Frank J.
46
Güth, Werner
43
Fudenberg, Drew
33
Samuelson, Larry
32
Korn, Ralf
29
Binmore, Ken
28
Levine, David K.
28
Tijs, Stef
28
Heckman, James J.
27
Wong, Wing Keung
27
Escobar, Marcos
26
Jarrow, Robert A.
26
Palfrey, Thomas R.
26
Li, Duan
25
Roth, Alvin E.
24
Chavas, Jean-Paul
23
Jackson, Matthew O.
23
Zagst, Rudi
21
Cooper, Russell W.
20
Markowitz, Harry
20
Peleg, Bezalel
20
Prigent, Jean-Luc
20
Rubinstein, Ariel
20
Ferson, Wayne E.
19
Lien, Da-hsiang Donald
19
Lambertini, Luca
18
Schwartz, Eduardo S.
18
Wang, Ruodu
18
Winter, Eyal
18
Wooders, Myrna Holtz
18
Acemoglu, Daron
17
Campbell, John Y.
17
Diebold, Francis X.
17
Engle, Robert F.
17
Forsyth, Peter A.
17
Gupta, Rangan
17
Le Breton, Michel
17
Lee, Cheng F.
17
Levy, Haim
17
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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
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ECONIS (ZBW)
21
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21
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1705-1765
Persistent link: https://www.econbiz.de/10001505429
Saved in:
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