Publications

Neural Networks and Other Nonparametric Techniques in Economics and Finance

1994
Lo, Andrew W. (1994), Neural Networks and Other Nonparametric Techniques in Economics and Finance, In Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 25–36.

Data Snooping Biases in Tests of Financial Asset Pricing Models

1990
Lo, Andrew W., and A. Craig MacKinlay (1990), Data-Snooping Biases in Tests of Financial Asset Pricing Models, Review of Financial Studies 3 (3), 431–467.