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ECONIS (ZBW)
94
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1
On black's leverage effect in firms with no leverage
Hasanhodzic, Jasmina
;
Lo, Andrew W.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 106-122
Persistent link: https://www.econbiz.de/10012433123
Saved in:
2
Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
Saved in:
3
Financing correlated drug development projects
Lo, Andrew W.
;
Siah, Kien Wei
- In:
The journal of structured finance
27
(
2021
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012517356
Saved in:
4
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000766816
Saved in:
5
What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.
;
Lo, Andrew W.
-
2008
Persistent link: https://www.econbiz.de/10003778778
Saved in:
6
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
-
2008
Persistent link: https://www.econbiz.de/10003791372
Saved in:
7
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
- In:
Management science : journal of the Institute for …
56
(
2010
)
6
,
pp. 905-923
Persistent link: https://www.econbiz.de/10003988517
Saved in:
8
What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.
;
Lo, Andrew W.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009267118
Saved in:
9
The statistics of sharpe ratios
Lo, Andrew W.
- In:
Investment performance measurement : evaluating and …
,
(pp. 629-651)
.
2009
Persistent link: https://www.econbiz.de/10003839912
Saved in:
10
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
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