MIT Sloan logo MIT logo

Research


When Is Time Continuous?

2000
Journal of Financial Economics 55 (2000), 173–204.
Dimitris Bertsimas and Leonid Kogan

Finance: A Selective Survey

2000

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

2000
Journal of Finance 55 (2000), 1705–1765.
Harry Mamaysky and Jiang Wang

The Three P’s of Total Risk Management

1999

Frontiers of Finance: Evolution and Efficient Markets

1999
Proceedings of the National Academy of Sciences 96 (1999), 9991–9992.
J. Doyne Farmer

Optimal Control of Execution Costs

1998
Journal of Financial Markets 1 (1998), 1–50.
Dimitris Bertsimas

Nonparametric Estimation of State-Price Densities Implicit In Financial Asset Prices

1998
Journal of Finance 52 (1998), 499–548.
Yacine Ait-Sahalia

A Non-Random Walk Down Wall Street: Recent Advances in Financial Technology

1997

Fat Tails, Long Memory, and the Stock Market Since the 1960’s

1997

A Non-Random Walk Down Wall Street

1997

© 2020 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.