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Optimal control of execution costs
Bertsimas, Dimitris - In: Journal of financial markets 1 (1998) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001249274
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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
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Hedge fund holdings and stock market efficiency
Cao, Charles Q.; Liang, Bing; Lo, Andrew W.; Petrasek, … - 2014
Persistent link: https://www.econbiz.de/10010433420
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001627285
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - In: The review of financial studies 13 (2000) 2, pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
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Impossible frontiers
Brennan, Thomas J.; Lo, Andrew W. - 2008
Persistent link: https://www.econbiz.de/10003791372
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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
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Stock market trading volume
Lo, Andrew W.; Wang, Jiang - 2010
Persistent link: https://www.econbiz.de/10003900815
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Robust ranking and portfolio optimization
Tri-Dung Nguyen; Lo, Andrew W. - In: European journal of operational research : EJOR 221 (2012) 2, pp. 407-416
Persistent link: https://www.econbiz.de/10009557681
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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