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  Search result  Your search for [author]Lo, Andrew W. returned 5 records.  
 
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  Book Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation.

by Lo, Andrew W.; Cambridge: National Bureau of Economic Research, 2000.

Subject: Stock price forecasting -- United States -- Statistical methods; Finance -- Statistical methods.

  
     
Relevance: 19.24%
 
     
  Book Econometric models of limit-order executions.

by Lo, Andrew W.; Cambridge: National Bureau of Economic Research, 1997.

Subject: Stocks -- Econometric models.

  
     
Relevance: 19.24%
 
     
  Book Trading volume : definitions, data analysis, and implications of portfolio theory.

by Lo, Andrew W.; Cambridge: National Bureau of Economic Research, 2000.

Subject: Stock exchanges -- Econometric models; Portfolio management -- Econometric models.

  
     
Relevance: 14.62%
 
     
  Book The econometrics of financial markets.

by Campbell, John Y.; Princeton, N.J.: Princeton University Press, 1997.

Subject: Capital market -- Econometric models; Capital assets pricing model; Econometrics.

  
     
Relevance: 14.18%
 
     
  Book Pricing and hedging derivative securities in incomplete markets : an E-arbitrage approach.

by Bertsimas, Dimitris; Cambridge: National Bureau of Economic Research, 1997.

Subject: Pricing -- Mathematical models; Hedging (Finance) -- Mathematical models; Options (Finance) -- Mathematical models.

  
     
Relevance: 11.36%
 
     
 
         
         
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