Andrew W. Lo

Identifiers

Open LibraryOL231677A

Top Subjects

Finance (4)
Business & Economics (3)
Investment analysis (3)
Portfolio management -- Econometric models (2)
Random walks (Mathematics) (2)
Stocks -- Prices -- United States -- Econometric models (2)
Mathematical models (2)

Books by Andrew W. Lo

Total count: 43

Essays in financial and quantitative economics

1984-01-01
Data-snooping biases in tests of financial asset pricing models

National Bureau of Economic Research1989-01-01
Long-term memory in stock market prices

National Bureau of Economic Research1989-01-01
An econometric analysis of nonsynchronous trading

Alfred P. Sloan School of Management, Massachusetts Institute of Technology1989-01-01
When are contrarian profits due to stock market overreaction?

National Bureau of Economic Research1989-01-01
Implementing option pricing models when asset returns are predictable

National Bureau of Economic Research1994-01-01
Maximizing predictability in the stock and bond markets

National Bureau of Economic Research1995-01-01
Solution Manual to the Econometrics of Financial Markets

Princeton University Press1997-01-01
Econometric models of limit-order executions

National Bureau of Economic Research1997-01-01
Market EfficiencyStock Market Behaviour in Theory and Practice (International Library of Critical Writings in Economics)

Edward Elgar Publishing1997-06-01
A non-random walk down Wall Street

Princeton University Press1999-01-01
Risk ManagementPrinciples and Practices

AIMR (CFA Institute)1999-08-01
Trading volumedefinitions, data analysis, and implications of portfolio theory

National Bureau of Economic Research2000-01-01
Foundations of technical analysiscomputational algorithms, statistical inference, and empirical implementation

National Bureau of Economic Research2000-01-01
Computational Finance 1999

MIT Press2000-01-01
Asset prices and trading volume under fixed transaction costs

National Bureau of Economic Research2001-01-01
The psychophysiology of real-time financial risk processing

National Bureau of Economic Research2001-01-01
Fixed-Income Management for the 21st Century

AIMR (CFA Institute)2002-03-01
Fear and greed in financial marketsa clinical study of day-traders

National Bureau of Economic Research2005-01-01
The Dynamics of the Hedge Fund Industry

Research Foundation of CFA Institute2005-08-19
The International Library of Financial Econometrics (Elgar Mini)

Edward Elgar Pub2007-06-07
Industrial Organization and Regulation of the Securities Industry

University of Chicago Press2008-01-01
Hedge FundsAn Analytic Perspective (Advances in Financial Engineering)

Princeton University Press2008-05-26
The heretics of financeconversations with leading practitioners of technical analysis1st ed.

Bloomberg Press2009-01-01
Evolution of Technical AnalysisFinancial Prediction from Babylonian Tablets to Bloomberg Terminals

Wiley & Sons, Incorporated, John2010-01-01
The evolution of technical analysisfinancial prediction from Babylonian tablets to Bloomberg terminals

John Wiley & Sons2010-01-01
Heretics of FinanceConversations with Leading Practitioners of Technical Analysis

Wiley & Sons, Incorporated, John2010-01-01
ActiveBeta IndexesCapturing Systematic Sources of Active Equity Returns

Wiley & Sons, Incorporated, John2010-01-01
Non-Random Walk down Wall Street

Princeton University Press2011-01-01
ActiveBeta IndexesCapturing Systematic Sources of Active Equity Returns

Wiley & Sons, Limited, John2011-01-01
Quantifying systemic risk

The University of Chicago Press2012-01-01
Die Entwicklung der Technischen AnalyseFinanzprognosen Von Den Babylonischen Tafeln Bis Zu Den Bloomberg Terminals

Wiley & Sons, Incorporated, John2012-01-01
Econometrics of Financial Markets

Princeton University Press2012-01-01
Quantifying Systemic Risk

University of Chicago Press2013-01-01
Adaptive MarketsFinancial Evolution at the Speed of Thought

Princeton University Press2017-01-01
Biological Economics

Elgar Publishing Limited, Edward2018-01-01
Annual Review of Financial Economics

Annual Reviews, Incorporated2018-01-01
Quantitative Approach to Technical Analysis

Wiley & Sons, Incorporated, John2020-01-01
In Pursuit of the Perfect PortfolioThe Stories, Voices, and Key Insights of the Pioneers Who Shaped the Way We Invest

Princeton University Press2021-01-01
Healthcare FinanceModern Financial Analysis for Accelerating Biomedical Innovation

Princeton University Press2022-01-01
Fundamentals of Finance : Volume 2Investments and Financial Markets

University of Cambridge ESOL Examinations2022-01-01
vertiginosa adaptabilidad de los mercados financierosUn explicación evolutiva

Antoni Bosch Editor, S.A.2022-01-01
Fundamentals of Finance : Volume 3Functions, Institutions, and Financial Innovation

University of Cambridge ESOL Examinations2022-01-01