Andrew W. Lo

Finance · with Cao · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andrew W. Lo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. William Fung
  2. Y. Amihud

Papers from Andrew W. Lo's perspective

Ordered by how strongly the researchers Andrew W. Lo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
  2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  3. Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
  4. Risks and Portfolio Decisions Involving Hedge Funds
  5. Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
  6. Hedge-Fund Benchmarks: Information Content and Biases
  7. The Pricing of Options and Corporate Liabilities
  8. Characteristics of Risk and Return in Risk Arbitrage
  9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  10. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)

Their papers