Andrew W. Lo
41 works on record
Works
The heretics of finance
2009
Hedge Funds
2008
The International Library of Financial Econometrics (Elgar Mini)
2007
The Dynamics of the Hedge Fund Industry
2005
A non-random walk down Wall Street
1999
Market Efficiency
1997
Maximizing predictability in the stock and bond markets
1995
An econometric analysis of nonsynchronous trading
1989
The evolution of technical analysis
Hedgefunds An Analytic Perspective
Computational finance 1999
Adaptive markets
The industrial organization and regulation of the securities industry
ActiveBeta Indexes
Fear and greed in financial markets
2005
The psychophysiology of real-time financial risk processing
2001
Asset prices and trading volume under fixed transaction costs
2001
Foundations of technical analysis
2000
Trading volume
2000
Econometric models of limit-order executions
1997
Implementing option pricing models when asset returns are predictable
1994
Data-snooping biases in tests of financial asset pricing models
1989
When are contrarian profits due to stock market overreaction?
1989
Long-term memory in stock market prices
1989
Quantifying systemic risk
Quantitative Approach to Technical Analysis
Evolution of Technical Analysis
Econometrics of Financial Markets
Non-Random Walk down Wall Street
Solution Manual to the Econometrics of Financial Markets
In Pursuit of the Perfect Portfolio
Fundamentals of Finance : Volume 2
Fundamentals of Finance : Volume 3
Biological Economics
Healthcare Finance
vertiginosa adaptabilidad de los mercados financieros
Annual Review of Financial Economics
Heretics of Finance
Die Entwicklung der Technischen Analyse
Adaptive Markets Hypothesis
Essays in financial and quantitative economics