Research


Efficient Markets Hypothesis

Lo, Andrew W. (2008), Efficient Markets Hypothesis, In The New Palgrave Dictionary of Economics, 2nd edition, edited by Steven N. Durlauf and Lawrence E. Blume, 1678–1690.

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Systemic Risk and Hedge Funds

Chan, Nicholas, Mila Getmansky, Shane M. Haas, and Andrew W. Lo (2007), Systemic Risk and Hedge Funds, In The Risks of Financial Institutions, edited by Mark Carey and René M. Stulz, 235–338.

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Do Hedge Funds Increase Systemic Risks?

Chan, Nicholas, Mila Getmansky, Shane M. Haas, and Andrew W. Lo (2006), Do Hedge Funds Increase Systemic Risks?, Federal Reserve Bank of Atlanta Economic Review 91 (4), 49–80.

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Marketable Alternatives

Lo, Andrew W. (2002), Marketable Alternatives, Commonfund Quarterly, Fall.

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Personal Indexes

Lo, Andrew W. (2001), Personal Indexes, Journal of Indexes, 2nd Quarter, 26–35.

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

Lo, Andrew W. (1997), Fat Tails, Long Memory, and the Stock Market Since the 1960’s, Economic Notes 26 (2), 213–246.

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A Non-Random Walk Down Wall Street

Lo, Andrew W. (1997), A Non-Random Walk Down Wall Street, In The Legacy of Norbert Wiener: A Centennial Symposium, edited by David Jerison, I. M. Singer, and Daniel W. Stroock, 149–184.

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Data-Snooping Biases in Financial Analysis

Lo, Andrew W. (1994), Data-Snooping Biases in Financial Analysis, In Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 59–66.

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Neural Networks and Other Nonparametric Techniques in Economics and Finance

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.

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Empirical Issues in the Pricing of Options and Other Derivative Securities

Lo, Andrew W. (1992), Empirical Issues in the Pricing of Options and Other Derivative Securities, Cuadernos Economicos de ICE 50, 129–155.

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