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    Author information
    First name: Andrew W.
    Last name: Lo
    DBLP: 57/1913
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    Below you find the publications which have been written by this author.

    Show item 1 to 13 of 13  
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    Conference paper
    Charles Cao, Grant Farnsworth, Bing Liang, Andrew W. Lo.
    Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform.
    Management Science 2017, Volume 63 (0) 2017
    Conference paper
    Tri-Dung Nguyen, Andrew W. Lo.
    Robust ranking and portfolio optimization.
    European Journal of Operational Research 2012, Volume 221 (0) 2012
    Conference paper
    Emmanuel Abbe, Amir E. Khandani, Andrew W. Lo.
    Privacy-Preserving Methods for Sharing Financial Risk Exposures
    CoRR 2011, Volume 0 (0) 2011
    Conference paper
    Thomas J. Brennan, Andrew W. Lo.
    Impossible Frontiers.
    Management Science 2010, Volume 56 (0) 2010
    Journal article
    Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola.
    Is It Real, or Is It Randomized?: A Financial Turing Test
    CoRR 2010, Volume 0 (0) 2010
    Conference paper
    Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola.
    A Computational View of Market Efficiency
    CoRR 2009, Volume 0 (0) 2009
    Journal article
    Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo.
    Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach.
    Operations Research 2001, Volume 49 (0) 2001
    Journal article
    Martin B. Haugh, Andrew W. Lo.
    Computational challenges in portfolio management.
    Computing in Science and Engineering 2001, Volume 3 (0) 2001
    Conference paper
    Yaser S. Abu-Mostafa, Blake LeBaron, Andrew W. Lo, Andreas S. Weigend.
    Computational Finance 1999.
    J. Artificial Societies and Social Simulation 2001, Volume 4 (0) 2001
    Conference paper
    Dimitris Bertsimas, Andrew W. Lo, Paul Hummel.
    Optimal control of execution costs for portfolios.
    Computing in Science and Engineering 1999, Volume 1 (0) 1999
    Conference paper
    Kevin Northover, Andrew W. Lo.
    Computational finance.
    Computing in Science and Engineering 1999, Volume 1 (0) 1999
    Conference paper
    Benny Rachlevsky-Reich, Israel Ben-Shaul, Nicholas Tung Chan, Andrew W. Lo, Tomaso A. Poggio.
    GEM: A Global Electronic Market System.
    Inf. Syst. 1999, Volume 24 (0) 1999
    Conference paper
    Yacine Aït-Sahalia, Andrew W. Lo.
    Nonparametric estimation of state-price densities implicit in financial asset prices.
    Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, CIFEr 1995, New York City, USA, April 9-11, 1995 1995 (0) 1995
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    Your query returned 13 matches in the database.