Andrew W. Lo
· 42 obras en el catálogo
Obras
The evolution of technical analysis
Quantifying systemic risk
Hedgefunds An Analytic Perspective
Computational finance 1999
An econometric analysis of nonsynchronous trading
1989
Asset prices and trading volume under fixed transaction costs
2001
Data-snooping biases in tests of financial asset pricing models
1989
The Dynamics of the Hedge Fund Industry
2005
Econometric models of limit-order executions
1997
Foundations of technical analysis
2000
Hedge Funds
2008
The heretics of finance
2009
Implementing option pricing models when asset returns are predictable
1994
The International Library of Financial Econometrics (Elgar Mini)
2007
Long-term memory in stock market prices
1989
Market Efficiency
1997
The psychophysiology of real-time financial risk processing
2001
When are contrarian profits due to stock market overreaction?
1989
Fear and greed in financial markets
2005
Maximizing predictability in the stock and bond markets
1995
A non-random walk down Wall Street
1999
Trading volume
2000
The industrial organization and regulation of the securities industry
