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WHAT HAPPENED TO THE QUANTS IN AUGUST 2007?: EVIDENCE FROM FACTORS AND TRANSACTIONS DATA
Khandani, Amir E.; Lo, Andrew W. - 2008
Persistent link: https://www.econbiz.de/10008152906
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SYSTEMIC RISK AND THE REFINANCING RATCHET EFFECT
Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - 2009
Persistent link: https://www.econbiz.de/10008318668
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IMPOSSIBLE FRONTIERS
Brennan, Thomas J.; Lo, Andrew W. - 2008
Persistent link: https://www.econbiz.de/10008158020
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ECONOMETRIC MODELS OF LIMIT-ORDER EXECUTIONS
Lo, Andrew W.; MacKinlay, A.Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10006995848
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PRICING AND HEDGING DERIVATIVE SECURITIES IN INCOMPLETE MARKETS: AN e-ARBITRAGE APPROACH
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10006995855
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NONPARAMETRIC RISK MANAGEMENT AND IMPLIED RISK AVERSION
Ait-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10006996849
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NONPARAMETRIC ESTIMATION OF STATE-PRICE DENSITIES IMPLICIT IN FINANCIAL ASSET PRICES Working Paper 5351
Ai͏̈t-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10007005075
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MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
Lo, Andrew W.; Craig MacKinlay, A. - 1995
Persistent link: https://www.econbiz.de/10007007657
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IMPLEMENTING OPTION PRICING MODELS WHEN ASSET RETURNS ARE PREDICTABLE
Lo, Andrew W.; Wang, Jiang - 1994
Persistent link: https://www.econbiz.de/10007010977
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A NONPARAMETRIC APPROACH TO PRICING AND HEDGING DERIVATIVE SECURITIES VIA LEARNING NETWORKS
Hutchinson, James M.; Lo, Andrew W.; Poggio, Tomaso - 1994
Persistent link: https://www.econbiz.de/10007010979