Risk Management for Hedge Funds: Introduction and OverviewAndrew W. Lo · Financial Analysts Journal · 2001

Risk Management for Hedge Funds: Introduction and OverviewLo, Andrew W. · Financial Analysts Journal · 2001

Market Risk Management for Hedge Funds (Foundations of the Style and Implicit Value-at-Risk) || IntroductionDuc, François; Schorderet, Yann · 2012

An econometric analysis of nonsynchronous tradingAndrew W. Lo; A. Craig MacKinlay · 1990

Robust ranking and portfolio optimizationTri-Dung Nguyen; Andrew W. Lo · 2012

Complexity, concentration and contagion: A commentAndrew W. Lo · 2011

When is time continuous?Dimitris Bertsimas; Leonid Kogan; Andrew W. Lo · 2000

Optimal control of execution costsDimitris Bertsimas; Andrew W. Lo · 1998

The Statistics of Sharpe RatiosAndrew W. Lo · Financial Analysts Journal · 2002

Finance: A Selective SurveyAndrew W. Lo · Journal of the American Statistical Association · 2000

Finance: A Selective SurveyLo, Andrew W. · Journal of the American Statistical Association · 2000

The Economics of Credit CardsZywicki, Todd J. · SSRN Electronic Journal · 2000

Fraudulent Accounting and Other Doping GamesBerentsen, Aleksander; Lengwiler, Yvan · SSRN Electronic Journal · 2003

A Creepy WorldSornette, Didier; Cauwels, Peter · SSRN Electronic Journal · 2013

Capital Structure ChoicesFama, Eugene F.; French, Kenneth R. · SSRN Electronic Journal · 2011

Crowdfunding: Disintermediated Investment BankingRubinton, Brian J. · SSRN Electronic Journal · 2011

Exporting and ProductivityBernard, Andrew B.; Jensen, J. Bradford Bradford · SSRN Electronic Journal · 1999

Minimum Variance Portfolio CompositionClarke, Roger; de Silva, Harindra; Thorley, Steven · SSRN Electronic Journal · 2010

Habits and HumpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian · SSRN Electronic Journal · 2013