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Das Surrogatproblem bei CAPM-T...
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CAPM
38
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Lo, Andrew W.
Zaremba, Adam
84
Zhang, Lu
78
Hens, Thorsten
74
Campbell, John Y.
71
Fabozzi, Frank J.
64
Ferson, Wayne E.
64
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Bekaert, Geert
55
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54
Jagannathan, Ravi
52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Cakici, Nusret
48
Robotti, Cesare
48
Zhou, Guofu
46
Kan, Raymond
45
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Bali, Turan G.
38
Lee, Cheng F.
37
Guo, Hui
36
Hommes, Cars H.
36
Kogan, Leonid
36
Duffie, Darrell
35
Fama, Eugene F.
35
Kelly, Bryan T.
35
Lettau, Martin
34
Zin, Stanley E.
34
Ang, Andrew
33
Bansal, Ravi
33
Dumas, Bernard
33
Chiarella, Carl
32
Longstaff, Francis A.
32
Polk, Christopher
32
Korajczyk, Robert A.
31
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31
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
2
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
Saved in:
3
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Saved in:
4
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
Saved in:
5
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W.
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
Saved in:
6
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
Saved in:
7
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 851-889
Persistent link: https://www.econbiz.de/10001172388
Saved in:
8
Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
Saved in:
9
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
10
Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
;
Wang, Jiang
-
1994
Persistent link: https://www.econbiz.de/10000889016
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