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On a new approach for analyzing and managing macrofinancial risks

Merton, Robert C.; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33

Persistent link: https://www.econbiz.de/10009745669

The origin of behavior

Brennan, Thomas J.; Lo, Andrew W. - In: The quarterly journal of finance 1 (2011) 1, pp. 55-108

Persistent link: https://www.econbiz.de/10009270181

Frontiers of finance : evolution and efficient markets

Farmer, J. Doyne; Lo, Andrew W. - In: Wirtschaftspolitische Blätter 47 (2000) 4, pp. 403-406

Persistent link: https://www.econbiz.de/10001572357

Frontiers of finance : evolution and efficient markets

Farmer, J. Doyne (contributor); Lo, Andrew W. (contributor) - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001470845

Market efficiency : stock market behaviour in theory and practice

Lo, Andrew W. (contributor) - 1997

Persistent link: https://www.econbiz.de/10000971430

Market efficiency ; 1

Lo, Andrew W. (ed.) - 1997

Persistent link: https://www.econbiz.de/10000971431

Fat tails, long memory, and the stock market since the 1960's

Lo, Andrew W. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 213-246

Persistent link: https://www.econbiz.de/10001337764

The Origin of Behavior

Brennan, Thomas J. - 2010

We propose a single evolutionary explanation for the origin of several behaviors that have been observed in organisms ranging from ants to human subjects, including risk-sensitive foraging, risk aversion, loss aversion, probability matching, randomization, and diversification. Given an initial...

Persistent link: https://www.econbiz.de/10013150286

Adaptive markets : financial evolution at the speed of thought

Lo, Andrew W. - 2017

Persistent link: https://www.econbiz.de/10013503329

A non-random walk down Wall Street

Lo, Andrew W.; MacKinlay, Archie Craig - 2002

Persistent link: https://www.econbiz.de/10001611544