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The national transportation safety board : a model for systemic risk management
Fielding, Eric; Lo, Andrew W.; Yang, Jian Helen - In: Journal of investment management : JOIM 9 (2011) 1, pp. 17-49
Persistent link: https://www.econbiz.de/10008908876
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The national transportation safety board : a model for systemic risk management
Fielding, Eric; Lo, Andrew W.; Yang, Jian Helen - In: Journal of investment management : JOIM 9 (2011) 1, pp. 17-49
Persistent link: https://www.econbiz.de/10009910847
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Remote sensing and the search for surface rupture, Haiti 2010
Bilham, Roger; Fielding, Eric - In: Natural Hazards 68 (2013) 1, pp. 213-217
Minutes after the January 12, 2010 Haiti earthquake, most geologists and seismologists assumed that from its shallow teleseismic location and its largely strike-slip mechanism that a significant rupture must have occurred on the transform plate boundary south and west of Port au Prince. Within...
Persistent link: https://www.econbiz.de/10010995781
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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
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Aspectos empíricos sobre la determinación del precio de las opciones y otros activos derivados
Lo, Andrew W. - In: Información comercial española / Cuadernos económicos (1992), pp. 129-155
Persistent link: https://www.econbiz.de/10001138468
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Semi-parametric upper bounds for option prices and expected payoffs
Lo, Andrew W. - In: Journal of financial economics 2 (1987), pp. 373-387
Persistent link: https://www.econbiz.de/10001036354
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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
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Maximum likelihood estimation of generalized Itô processes with discretely sampled data
Lo, Andrew W. - In: Econometric theory 4 (1988) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001052656
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Jack Treynor : an appreciation
Lo, Andrew W. - In: Portfolio construction, measurement, and efficiency : …, (pp. 9-14). 2017
Persistent link: https://www.econbiz.de/10011603310
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The visible hand
Lo, Andrew W. - In: Accounting, Economics, and Law : AEL ; a convivium 9 (2019) 3, pp. 1-5
Persistent link: https://www.econbiz.de/10012149356