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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001627285
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919
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Sharing R&D risk in healthcare via FDA hedges
Jørring, Adam; Lo, Andrew W.; Philipson, Tomas J.; … - 2017
Persistent link: https://www.econbiz.de/10011656884
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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000637525
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Wage risk and employment risk over the life cycle
Low, Hamish; Meghir, Costas; Pistaferri, Luigi - 2009
Persistent link: https://www.econbiz.de/10003837029
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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/10003886384
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Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - 2010
Persistent link: https://www.econbiz.de/10003995037
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Earnings, consumption and lifecycle choices
Meghir, Costas; Pistaferri, Luigi - 2010
Persistent link: https://www.econbiz.de/10003964247