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Impossible frontiers
Brennan, Thomas J.; Lo, Andrew W. - In: Management science : journal of the Institute for … 56 (2010) 6, pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
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Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.; Lo, Andrew W. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
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Return smoothing, liquidity costs, and investor flows : evidence from a separate account platform
Cao, Charles Q.; Farnsworth, Grant; Liang, Bing; Lo, … - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2233-2250
Persistent link: https://www.econbiz.de/10011729386
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Impossible Frontiers
Brennan, Thomas J.; Lo, Andrew W. - In: Management science : journal of the Institute for … 56 (2010) 6, pp. 905-924
Persistent link: https://www.econbiz.de/10008426153