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Andrew W. Lo has written 10 work(s)
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cover image for 9780226319285
Product Description: In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively—or whether this is even possible...read more
By Andrew W. Lo (editor)

Hardcover:

9780226319285 | Univ of Chicago Pr, January 24, 2013, cover price $118.00 | About this edition: In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk.

cover image for 9781843763420
Product Description: This major collection presents a careful selection of the most important published articles in the field of financial econometrics. Starting with a review of the philosophical background, the collection covers such topics as the random walk hypothesis, long-memory processes, asset pricing, arbitrage pricing theory, variance bounds tests, term structure models, market microstructure, Bayesian methods and other statistical tools...read more
By Andrew W. Lo (editor)

Hardcover:

9781843763420 | Edward Elgar Pub, June 7, 2007, cover price $1391.00 | About this edition: This major collection presents a careful selection of the most important published articles in the field of financial econometrics.

cover image for 9781933019215
Product Description: The Derivatives Sourcebook is a complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, RobertMerton, and Myron Scholes with over 1500 research articles categorized and indexed since 1980...read more

Paperback:

9781933019215 | Now Pub, May 30, 2006, cover price $180.00 | About this edition: The Derivatives Sourcebook is a complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, RobertMerton, and Myron Scholes with over 1500 research articles categorized and indexed since 1980.

cover image for 9780935015881
Product Description: Given a recent environment of low interest rates, high default rates, periods of high volatility, and increasingly concentrated benchmarks, the presentations in this proceedings explore a variety of methods for maximizing excess return in fixed-income portfolios...read more

Paperback:

9780935015881 | Assn for Investment Management &, February 1, 2003, cover price $30.00 | About this edition: Given a recent environment of low interest rates, high default rates, periods of high volatility, and increasingly concentrated benchmarks, the presentations in this proceedings explore a variety of methods for maximizing excess return in fixed-income portfolios.

cover image for 9780691092560
Product Description: For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies...read more (view table of contents, read Amazon.com's description)

Hardcover:

9780691057743 | Princeton Univ Pr, February 1, 1999, cover price $85.00 | About this edition: For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies.

Paperback:

9780691092560 | Princeton Univ Pr, December 26, 2001, cover price $65.00 | About this edition: For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies.

Prebinding:

9780613915908, titled "Non-random Walk Down Wall Street" | Turtleback Books, December 1, 2001, cover price $63.55 | About this edition: For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies.

cover image for 9780262011785
Product Description: Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation...read more (view table of contents, read Amazon.com's description)
By Yaser S. Abu-Mostafa (editor), Blake Lebaron (editor), Andrew W. Lo (editor) and Andreas S. Weigend (editor)

Hardcover:

9780262011785 | Mit Pr, May 1, 2000, cover price $25.75 | About this edition: Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics.

Paperback:

9780262511070 | Mit Pr, May 1, 2000, cover price $55.00 | About this edition: Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics.

cover image for 9781858981611
Product Description: The Efficient Markets Hypothesis is one of the most controversial and hotly contested ideas in all the social sciences. It is disarmingly simple to state, has far-reaching consequences for academic pursuits and business practice, and yet is surprisingly resilient to empirical proof of refutation...read more (view table of contents, read Amazon.com's description)
By Andrew W. Lo (editor)

Hardcover:

9781858981611 | Edward Elgar Pub, June 1, 1997, cover price $590.00 | About this edition: The Efficient Markets Hypothesis is one of the most controversial and hotly contested ideas in all the social sciences.

cover image for 9780691043012
Product Description: The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation...read more (view table of contents, read Amazon.com's description)

Hardcover:

9780691043012 | Princeton Univ Pr, December 9, 1996, cover price $120.00 | About this edition: The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets.

cover image for 9780226488479
Product Description: The regulation of financial markets has for years been the domain of lawyers, legislators, and lobbyists. In this unique volume, experts in industrial organization, finance, and law, as well as members of regulatory agencies and the securities industry, examine the securities industry from an economic viewpoint...read more
By Andrew W. Lo (editor)

Hardcover:

9780226488479 | Univ of Chicago Pr, January 1, 1996, cover price $99.00 | About this edition: The regulation of financial markets has for years been the domain of lawyers, legislators, and lobbyists.

displaying 1 to 10 | at end