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Results:
1-11
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Results: 11
Authors:
Haugh, MB
Lo, AW
Citation: Mb. Haugh et Aw. Lo, Computational challenges in portfolio management, COMPUT SC E, 3(3), 2001, pp. 54-59
Authors:
Bertsimas, D
Kogan, L
Lo, AW
Citation: D. Bertsimas et al., Hedging derivative securities and incomplete markets: An epsilon-arbitrageapproach, OPERAT RES, 49(3), 2001, pp. 372-397
Authors:
Lo, AW
Citation: Aw. Lo, Finance: A selective survey, J AM STAT A, 95(450), 2000, pp. 629-635
Authors:
Lo, AW
Wang, J
Citation: Aw. Lo et J. Wang, Trading volume: Definitions, data analysis, and implications of portfolio theory, REV FINANC, 13(2), 2000, pp. 257-300
Authors:
Ait-Sahalia, Y
Lo, AW
Citation: Y. Ait-sahalia et Aw. Lo, Nonparametric risk management and implied risk aversion, J ECONOMET, 94(1-2), 2000, pp. 9-51
Authors:
Bertsimas, D
Kogan, L
Lo, AW
Citation: D. Bertsimas et al., When is time continuous?, J FINAN EC, 55(2), 2000, pp. 173-204
Authors:
Lo, AW
Mamaysky, H
Wang, J
Citation: Aw. Lo et al., Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation, J FINANCE, 55(4), 2000, pp. 1705-1765
Authors:
Northover, K
Lo, AW
Citation: K. Northover et Aw. Lo, Computational finance, COMPUT SC E, 1(6), 1999, pp. 22-23
Authors:
Bertsimas, D
Lo, AW
Hummel, P
Citation: D. Bertsimas et al., Optimal control of execution costs for portfolios, COMPUT SC E, 1(6), 1999, pp. 40-53
Authors:
Rachlevsky-Reich, B
Ben-Shaul, I
Chan, NT
Lo, AW
Poggio, T
Citation: B. Rachlevsky-reich et al., GEM: A global electronic market system, INF SYST, 24(6), 1999, pp. 495-518
Authors:
Farmer, JD
Lo, AW
Citation: Jd. Farmer et Aw. Lo, Frontiers of finance: Evolution and efficient markets, P NAS US, 96(18), 1999, pp. 9991-9992
Risultati:
1-11
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