Author

Andrew W. Lo

Works

Computational Finance 1999
2000
Adaptive Markets
2017
Evolution of Technical Analysis
2010
In Pursuit of the Perfect Portfolio
2021
ActiveBeta Indexes
2010
Hedge Funds
2008
The heretics of finance
2009
The industrial organization and regulation of the securities industry
1996
Quantitative Approach to Technical Analysis
2020
Healthcare Finance
2022
Heretics of Finance
2010
Annual Review of Financial Economics
2018
Fundamentals of Finance : Volume 3
2022
Fundamentals of Finance : Volume 2
2022
Essays in financial and quantitative economics
1984
Non-Random Walk down Wall Street
2011
Market Efficiency
1997
Fear and greed in financial markets
2005
Maximizing predictability in the stock and bond markets
1995
A non-random walk down Wall Street
1999
Trading volume
2000
Die Entwicklung der Technischen Analyse
2012
Quantifying Systemic Risk
2013
vertiginosa adaptabilidad de los mercados financieros
2022
Biological Economics
2018
The evolution of technical analysis
2010
Quantifying systemic risk
2012
Adaptive Markets Hypothesis
2023
Econometrics of Financial Markets
2012
Solution Manual to the Econometrics of Financial Markets
1997
An econometric analysis of nonsynchronous trading
1989
Asset prices and trading volume under fixed transaction costs
2001
Data-snooping biases in tests of financial asset pricing models
1989
The Dynamics of the Hedge Fund Industry
2005
Econometric models of limit-order executions
1997
Foundations of technical analysis
2000
Implementing option pricing models when asset returns are predictable
1994
The International Library of Financial Econometrics (Elgar Mini)
2007
Long-term memory in stock market prices
1989
The psychophysiology of real-time financial risk processing
2001
Andrew W. Lo · Bookplated