Andrew W.. Lo
Books
- The Sources and Nature of Long-term Memory in the Business Cycle
- Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data
- An Econometric Analysis of Nonsynchronous Trading
- Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
- Stock Market Prices Do Not Follow Random Walks
- Data-Snooping Biases in Tests of Financial Asset Pricing Models
- Systemic Risk and Hedge Funds
- A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks
- The Size and Power of the Variance Ratio Test in Finite Samples
- When are Contrarian Profits Due to Stock Market Overreaction?
- Nonparametric Risk Management and Implied Risk Aversion
Author data: Open Library