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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816
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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
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The valuation of security analysis
Kane, Alex; Marcus, Alan J. - 1986
Persistent link: https://www.econbiz.de/10000712444
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig; Pástor, Ľuboš - 1999
Persistent link: https://www.econbiz.de/10001390251
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Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid; Uppal, Raman - 2001
Persistent link: https://www.econbiz.de/10001628686
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What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003232674