Lista de obras - Andrew Lo - Dominio Público Uruguay

A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates ⬇️

artículo científico publicado en 2020

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks ⬇️

artículo científico publicado en 1994

An Econometric Analysis of Nonsynchronous Trading ⬇️

artículo científico publicado en 1989

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns ⬇️

An Ordered Probit Analysis of Transaction Stock Prices ⬇️

artículo científico publicado en 1991

Asset Prices and Trading Volume Under Fixed Transactions Costs ⬇️

artículo científico publicado en 2001

Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks ⬇️

Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry ⬇️

artículo científico publicado en 2015

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors ⬇️

Econometric Models of Limit-Order Executions ⬇️

Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs ⬇️

artículo científico publicado en 2020

Fear and Greed in Financial Markets: A Clinical Study of Day-Traders ⬇️

artículo científico publicado en 2005

Financing Vaccines for Global Health Security ⬇️

artículo científico publicado en 2020

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

scholarly article published March 2000

Hedge Funds: A Dynamic Industry In Transition ⬇️

artículo científico publicado en 2015

Implementing Option Pricing Models When Asset Returns Are Predictable ⬇️

Impossible Frontiers ⬇️

artículo científico publicado en 2008

Introduction to PNAS special issue on evolutionary models of financial markets

artículo científico publicado en 2021

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design ⬇️

artículo científico publicado en 2015

Just how good an investment is the biopharmaceutical sector?

artículo científico publicado en 2017

Long-Term Memory in Stock Market Prices

artículo científico publicado en 1991

Long-term Memory in Stock Market Prices ⬇️

artículo científico publicado en 1989

Maximizing Predictability in the Stock and Bond Markets ⬇️

artículo científico publicado en 1995

Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data ⬇️

artículo científico publicado en 1986

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices ⬇️

artículo científico publicado en 1995

Nonparametric Risk Management and Implied Risk Aversion ⬇️

artículo científico publicado en 2000

Optimal Financing for R&D-Intensive Firms ⬇️

artículo científico publicado en 2017

Optimal control of execution costs

artículo científico publicado en 1998

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model ⬇️

scholarly article

Risk and Risk Management in the Credit Card Industry ⬇️

artículo científico publicado en 2015

Sharing R&D Risk in Healthcare via FDA Hedges ⬇️

artículo científico publicado en 2017

Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test ⬇️

artículo científico publicado en 1987

Systemic Risk and Hedge Funds ⬇️

Systemic Risk and the Refinancing Ratchet Effect ⬇️

artículo científico publicado en 2009

The Gordon Gekko Effect: The Role of Culture in the Financial Industry ⬇️

artículo científico publicado en 2015

The Psychophysiology of Real-Time Financial Risk Processing ⬇️

The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation ⬇️

artículo científico publicado en 1988

The Sources and Nature of Long-term Memory in the Business Cycle ⬇️

artículo científico publicado en 1989

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory ⬇️

artículo científico publicado en 2000

Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model ⬇️

scholarly article published October 2001

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data ⬇️

artículo científico publicado en 2008

When are Contrarian Profits Due to Stock Market Overreaction? ⬇️

artículo científico publicado en 1989

Lista de obras de Andrew Lo

A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates ⬇️

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks ⬇️

An Econometric Analysis of Nonsynchronous Trading ⬇️

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns ⬇️

An Ordered Probit Analysis of Transaction Stock Prices ⬇️

Asset Prices and Trading Volume Under Fixed Transactions Costs ⬇️

Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks ⬇️

Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry ⬇️

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors ⬇️

Econometric Models of Limit-Order Executions ⬇️

Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs ⬇️

Fear and Greed in Financial Markets: A Clinical Study of Day-Traders ⬇️

Financing Vaccines for Global Health Security ⬇️

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

Hedge Funds: A Dynamic Industry In Transition ⬇️

Implementing Option Pricing Models When Asset Returns Are Predictable ⬇️

Impossible Frontiers ⬇️

Introduction to PNAS special issue on evolutionary models of financial markets

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design ⬇️

Just how good an investment is the biopharmaceutical sector?

Long-Term Memory in Stock Market Prices

Long-term Memory in Stock Market Prices ⬇️

Maximizing Predictability in the Stock and Bond Markets ⬇️

Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data ⬇️

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices ⬇️

Nonparametric Risk Management and Implied Risk Aversion ⬇️

Optimal Financing for R&D-Intensive Firms ⬇️

Optimal control of execution costs

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model ⬇️

Risk and Risk Management in the Credit Card Industry ⬇️

Sharing R&D Risk in Healthcare via FDA Hedges ⬇️

Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test ⬇️

Systemic Risk and Hedge Funds ⬇️

Systemic Risk and the Refinancing Ratchet Effect ⬇️

The Gordon Gekko Effect: The Role of Culture in the Financial Industry ⬇️

The Psychophysiology of Real-Time Financial Risk Processing ⬇️

The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation ⬇️

The Sources and Nature of Long-term Memory in the Business Cycle ⬇️

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory ⬇️

Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model ⬇️

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data ⬇️

When are Contrarian Profits Due to Stock Market Overreaction? ⬇️