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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

A nonparametric approach to pricing and hedging derivative securities via learning networks

Hutchinson, James M. - 1994

Persistent link: https://www.econbiz.de/10000889364

Hedge fund holdings and stock market efficiency

Cao, Charles Q.; Liang, Bing; Lo, Andrew W.; Petrasek, … - In: Review of asset pricing studies 8 (2018) 1, pp. 77-116

Persistent link: https://www.econbiz.de/10012001539

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

Sharing RD risk in healthcare via FDA hedges

Jørring, Adam; Lo, Andrew W.; Philipson, Tomas J.; … - 2017 - This draft: 28 March 2017

The high cost of capital for firms conducting medical research and development (R&D) has been partly attributed to the government risk facing investors in medical innovation. This risk slows down medical innovation because investors must be compensated for it. We propose new and simple financial...

Persistent link: https://www.econbiz.de/10011749446