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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Lo, Andrew W."
~person:"Pistaferri, Luigi"
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Lo, Andrew W.
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ECONIS (ZBW)
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1
A nonparametric approach to pricing and
hedging
derivative securities via learning networks
Hutchinson, James M.
-
1994
Persistent link: https://www.econbiz.de/10000889364
Saved in:
2
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
Saved in:
3
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Nonparametric
risk
management and implied
risk
aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
7
Wage
risk
and employment
risk
over the life cycle
Low, Hamish
;
Meghir, Costas
;
Pistaferri, Luigi
-
2009
Persistent link: https://www.econbiz.de/10003837029
Saved in:
8
Systemic
risk
and the refinancing ratchet effect
Khandani, Amir E.
;
Lo, Andrew W.
;
Merton, Robert C.
-
2009
Persistent link: https://www.econbiz.de/10003886384
Saved in:
9
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
Saved in:
10
Earnings, consumption and lifecycle choices
Meghir, Costas
;
Pistaferri, Luigi
-
2010
Persistent link: https://www.econbiz.de/10003964247
Saved in:
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