Andrew W. Lo

Available identifiers

Publication	Date of Publication	Type
Optimal impact portfolios with general dependence and marginals	2024-12-20	Paper
Financially adaptive clinical trials via option pricing analysis	2024-03-21	Paper
Social contagion and the survival of diverse investment styles	2023-09-14	Paper
The Adaptive Markets Hypothesis	2023-01-24	Paper
Is the FDA too conservative or too aggressive?: a Bayesian decision analysis of clinical trial design	2019-07-01	Paper
Asset allocation and derivatives	2019-01-14	Paper
A large-sample Chow test for the linear simultaneous equation	2013-10-24	Paper
Robust ranking and portfolio optimization	2012-12-29	Paper
Impossible Frontiers	2012-02-27	Paper
A computational view of market efficiency	2011-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q3583849	2010-08-18	Paper
Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach	2009-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q3527911	2008-09-30	Paper
The Derivatives Sourcebook	2008-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q3424866	2007-03-05	Paper
When is time continuous?	2001-09-03	Paper
Nonparametric risk management and implied risk aversion	2001-01-11	Paper
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS	1999-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q4230831	1999-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4355844	1998-03-23	Paper
Long-Term Memory in Stock Market Prices	1994-01-09	Paper
An econometric analysis of nonsynchronous trading	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5522664	1967-01-01	Paper

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