Feedback to SSRN

 
  • Selected
  • Entire List
 

Lo, Andrew W.


 SSRN Author Rank: 21 by Downloads
 Harris & Harris Group Professor
 

Massachusetts Institute of Technology (MIT) - Sloan School of Management


 100 Main Street
 E62-618
 Cambridge, MA 02142
 United States
 617-253-0920 (Phone)
 781 891-9783 (Fax)
 HOME PAGE: http://web.mit.edu/alo/www
 email address
 Principal Investigator
 

Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)


 Stata Center
 Cambridge, MA 02142
 United States
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Lo, Andrew W.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
139,258
Total
Citations
3,094
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
31 Jul 01
Last Revised:
13 Feb 02
14,660
(94)
65

2.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
21 Sep 07
Last Revised:
20 Jul 09
13,537
(112)
99

3.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Nov 08
9,348
(225)
8

4.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 May 05
Last Revised:
05 Nov 10
9,048
(238)
30

5.   Incl. Electronic Paper
Hasanhodzic, Jasmina
Boston University
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Aug 06
Last Revised:
17 Jul 07
8,588
(265)
50

6.  
Efficient Markets Hypothesis | Show Abstract | Download |
THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
06 Jun 07
6,540
(453)
11

7.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
26 Mar 08
Last Revised:
09 Jul 10
6,265
(489)
12

8.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Oct 11
Last Revised:
10 Jan 12
6,122
(508)
6

9.   Incl. Electronic Paper
Chan, Nicholas T.
AlphaSimplex Group, LLC
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Haas, Shane M.
AlphaSimplex Group, LLC
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
07 Mar 05
Last Revised:
10 Aug 10
4,695
(803)
72

10.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
15 Oct 04
3,867
(1,115)
55

11.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mueller, Mark T.
Massachusetts Institute of Technology, Center for Theoretical Physics
Posted:
05 Mar 10
Last Revised:
13 Jul 10
3,849
(1,125)
11

12.  
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
23 Nov 11
Last Revised:
25 Apr 12
3,809
(1,141)
41

13.  
Financial Econometrics | Show Abstract | Download |
International Library of Financial Econometrics, Forthcoming
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Jun 07
3,730
(1,184)
 

14.   Incl. Electronic Paper
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Makarov, Igor
London Business School
Posted:
07 Mar 03
Last Revised:
01 Nov 10
3,030
(1,711)
204

15.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 Oct 08
Last Revised:
12 Jul 10
2,983
(1,754)
39

16.   Incl. Electronic Paper
Bisias, Dimitrios
Massachusetts Institute of Technology (MIT)
Flood, Mark D.
Office of Financial Research
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Valavanis, Stavros
Massachusetts Institute of Technology (MIT)
Posted:
11 Jan 12
Last Revised:
20 Sep 14
2,752
(2,057)
16

17.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
01 Jan 12
Last Revised:
05 Jun 12
2,685
(2,157)
 

18.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
04 May 09
2,492
(2,485)
3

19.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Repin, Dmitry V.
SKOLKOVO Moscow School of Management
Steenbarger, Brett N.
SUNY Upstate Medical University - Department of Psychiatry and Behavioral Sciences
Posted:
15 Apr 05
Last Revised:
25 Dec 11
1,818
(4,250)
18

20.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mamaysky, Harry
Independent
Wang, Jiang
MIT
Posted:
03 Jun 01
Last Revised:
22 Oct 10
1,784
(4,387)
68

21.  
When Is Time Continuous? | Show Abstract | Download |
MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98
Working Paper Series
Bertsimas, Dimitris
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Sep 98
1,762
(4,483)
25

22.  
Stock Market Trading Volume | Show Abstract | Download |
THE HANDBOOK OF FINANCIAL ECONOMETRICS, Y. A¨ıt-Sahalia and L. Hansen, eds., New York: North-Holland, 2009
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
MIT
Posted:
16 May 09
1,538
(5,710)
5

23.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Jun 98
1,442
(6,341)
107

24.   Incl. Electronic Paper
Brennan, Thomas J.
Northwestern University School of Law
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 Nov 08
Last Revised:
10 Sep 10
1,391
(6,736)
2

25.  
Poggio, Tomaso
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
LeBaron, Blake
Brandeis University - International Business School
Chan, Nicholas T.
AlphaSimplex Group, LLC
Posted:
19 Nov 01
1,350
(7,078)
7

26.  
Brennan, Thomas J.
Northwestern University School of Law
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
15 Nov 09
Last Revised:
23 Nov 10
1,324
(7,291)
12

27.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Oct 11
1,278
(7,748)
3

28.  
Can Hedge Funds Time Market Liquidity? | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Accepted Paper Series
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University (TAMU) - Department of Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Jan 10
Last Revised:
06 Dec 12
1,264
(7,886)
21

29.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Merton, Robert C.
MIT Sloan School of Management
Posted:
15 Sep 09
Last Revised:
05 Feb 12
1,223
(8,337)
19

30.  
A Complete Theory of Human Behavior | Show Abstract | Download |
American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
Working Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
12 Aug 11
1,207
(8,538)
1

31.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
MIT
Posted:
25 Oct 01
Last Revised:
11 Sep 09
1,188
(8,776)
30

32.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
29 Jun 09
Last Revised:
16 Mar 10
1,102
(9,928)
7

33.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Repin, Dmitry V.
SKOLKOVO Moscow School of Management
Posted:
18 Sep 01
Last Revised:
25 Dec 11
1,053
(10,661)
27

34.  
Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations | Show Abstract | Download |
Journal of Investment Management, 4th Quarter, 2004
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Nov 04
1,051
(10,700)
32

35.  
Kirilenko, Andrei A.
Massachusetts Institute of Technology (MIT) Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Mar 13
Last Revised:
10 Apr 13
1,047
(10,768)
 

36.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
01 Nov 09
Last Revised:
16 Nov 09
945
(12,641)
1

37.  
Modeling and Measuring Systemic Risk | Show Abstract | Download |
American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
Working Paper Series
Brunnermeier, Markus K.
Princeton University - Department of Economics
Hansen, Lars Peter
University of Chicago - Department of Economics
Kashyap, Anil K.
University of Chicago, Booth School of Business
Krishnamurthy, Arvind
Northwestern University - Kellogg School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
12 Aug 11
774
(17,035)
3

38.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mamaysky, Harry
Independent
Wang, Jiang
MIT
Posted:
14 May 00
Last Revised:
11 Sep 09
726
(18,669)
77

39.  
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Kim, Adlar J.
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
13 Mar 10
Last Revised:
28 Mar 10
525
(29,320)
1

40.  
Hasanhodzic, Jasmina
Boston University
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Feb 11
448
(36,077)
4

41.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Naraharisetti, Sourya V.
Duke University
Posted:
24 Sep 13
Last Revised:
21 Dec 13
416
(39,595)
 

42.  
Hasanhodzic, Jasmina
Boston University
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Viola, Emanuele
Northeastern University
Posted:
26 Feb 10
Last Revised:
17 Mar 10
385
(43,586)
1

43.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
25 Jul 07
344
(49,911)
348

44.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
11 Jan 12
341
(50,427)
 

45.  
Li, William P.
Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Azar, Pablo
Massachusetts Institute of Technology (MIT) - MIT Computer Science and Artificial Intelligence Laboratory
Larochelle, David
Harvard University - Berkman Center for Internet & Society
Hill, Phil
Harvard University - Berkman Center for Internet & Society
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
21 Oct 14
304
(57,818)
 

46.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
27 Apr 00
290
(60,967)
290

47.  
Dahan, Ely
UCLA Medical School Urology Research
Kim, Adlar J.
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Poggio, Tomaso
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Chan, Nicholas T.
AlphaSimplex Group, LLC
Posted:
23 Jul 08
Last Revised:
20 Sep 10
279
(63,666)
6

48.   Incl. Electronic Paper
Fielding, Eric
National Transportation Safety Board
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Yang, Jian Helen
MIT Sloan School of Management
Posted:
24 Oct 10
Last Revised:
09 Apr 11
258
(69,364)
3

49.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
03 Oct 10
258
(69,364)
 

50.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
16 Jul 04
162
(109,985)
39

51.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Brennan, Thomas J.
Northwestern University School of Law
Posted:
30 May 12
Last Revised:
05 Sep 12
157
(113,124)
1

52.  
Hedge Fund Holdings and Stock Market Efficiency | Show Abstract | Download |
FEDS Working Paper No. 2014-36
Working Paper Series
Cao, Charles
Pennsylvania State University
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Petrasek, Lubomir
Federal Reserve Board
Posted:
25 May 14
148
(119,722)
 

53.  
Maximizing Predictability in the Stock and Bond Markets | Show Abstract | Download |
NBER Working Paper No. w5027
Working Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
25 Jul 00
139
(125,616)
29

54.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
MIT
Posted:
08 Dec 99
Last Revised:
11 Sep 09
115
(145,877)
155

55.  
Econometric Models of Limit-Order Executions | Show Abstract | Download |
NBER Working Paper No. w6257
Working Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Zhang, June
affiliation not provided to SSRN
Posted:
24 Jul 00
112
(148,823)
42

56.  
Long-Term Memory in Stock Market Prices | Show Abstract | Download |
NBER Working Paper No. w2984
Working Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Oct 07
110
(150,789)
114

57.  
Abbe, Emmanuel A.
Ecole Polytechnique Fédérale de Lausanne
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Nov 11
Last Revised:
25 Nov 11
109
(151,730)
2

58.  
An Econometric Analysis of Nonsynchronous Trading | Show Abstract | Download |
NBER Working Paper No. w2960
Working Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
28 Dec 06
105
(155,913)
138

59.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
27 Apr 00
103
(158,021)
245

60.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Jun 07
Last Revised:
01 Sep 10
99
(162,402)
41

61.  
Cao, Charles
Pennsylvania State University
Farnsworth, Grant V
Pennsylvania State University - Department of Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 May 13
98
(163,576)
 

62.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
MIT
Posted:
20 Dec 98
Last Revised:
11 Sep 09
98
(163,576)
38

63.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Aug 98
Last Revised:
24 Sep 10
91
(171,967)
150

64.  
An Ordered Probit Analysis of Transaction Stock Prices | Show Abstract | Download |
NBER Working Paper No. w3888
Working Paper Series
Hausman, Jerry A.
Massachusetts Institute of Technology (MIT) - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
27 Dec 06
82
(183,568)
64

65.  
Nonparametric Risk Management and Implied Risk Aversion | Show Abstract | Download |
NBER Working Paper No. w6130
Working Paper Series
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Jul 00
75
(193,677)
108

66.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
26 Jul 10
73
(196,814)
49

67.  
Bertsimas, Dimitris
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Jul 00
72
(198,420)
1

68.  
Estimating Policy Trajectories During the Financial Crisis | Show Abstract | Download |
NLP Unshared Task in PoliInformatics 2014
Accepted Paper Series
Li, William P.
Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Larochelle, David
Harvard University - Berkman Center for Internet & Society
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
09 Jun 14
71
(199,972)
 

69.  
Hutchinson, James M.
Acorn Partners
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Poggio, Tomaso
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Posted:
16 Aug 00
62
(214,985)
34

70.  
Haubrich, Joseph G.
Federal Reserve Bank of Cleveland
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Aug 07
44
(251,804)
2

71.  
The Derivatives Sourcebook | Show Abstract | Download |
Foundations and Trends in Finance, Vol. 1, No. 5-6, 2005
Accepted Paper Series
Lim, Terence
Goldman Sachs Group, Inc. - Asset Management Group
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Merton, Robert C.
MIT Sloan School of Management
Scholes, Myron S.
Platinum Grove Asset Management L.P.
Posted:
15 Jun 10
18
(335,666)
 

72.  
Hedge Fund Beta Replication: A Five-Year Retrospective | Show Abstract |
Journal of Investment Management (JOIM), Third Quarter 2014
Accepted Paper Series
Lee, Peter
Independent
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Nov 14
 

73.  
Introduction to Volume 5 of the Annual Review of Financial Economics | Show Abstract |
Annual Review of Financial Economics, Vol. 5, pp. 1-7, 2013
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Nov 13
 

74.  
Perspectives: Adaptive Markets and the New World Order | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 2, 2012
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
28 Mar 12
 

75.  
Preface to the Annual Review of Financial Economics | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 01-17, 2009
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Merton, Robert C.
MIT Sloan School of Management
Posted:
03 Jun 10
 

76.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Patel, Pankaj N.
ISI Group
Posted:
17 Dec 07
 

77.  
It's 11pm - Do You Know Where Your Liquidity Is? The Mean-Variance Liquidity Frontier | Show Abstract |
Journal Of Investment Management, Vol. 1, No. 1, First Quarter 2003
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Petrov, Constantin
affiliation not provided to SSRN
Wierzbicki, Martin
affiliation not provided to SSRN
Posted:
27 Aug 06
 

78.  
Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures | Show Abstract |
Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2004
Accepted Paper Series
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
10 Dec 04
 

79.  
The Statistics of Sharpe Ratios | Show Abstract |
Financial Analysts Journal, Vol. 58, No. 4, July/August 2002
Accepted Paper Series
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Feb 03
 

80.  
Bertsimas, Dimitris
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
30 Jun 98
 


Records 1 - 80 of 80 matches
[ 1 ]
. Lo, Andrew W.'s Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,485
Total
Citations
4
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
When Do Stop-Loss Rules Stop Losses? | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Kaminski, Kathryn
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
05 Mar 07
1,485
4


Records 1 - 1 of 1 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 1.375 seconds