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ANDREW W. LO
Author Info
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Name
Affiliation
Papers
ANDREW W. LO
Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts 02142/ and AlphaSimplex Group, Cambridge, Massachusetts 02142
15
Collaborators
Citations
PageRank
22
68
33.01
Referers
Referees
References
168
61
28
Search Limit
100
168
Publications (15 rows)
Collaborators (22 rows)
Referers (100 rows)
Referees (61 rows)
Title
Citations
PageRank
Year
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons
0
0.34
2019
Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling.
0
0.34
2018
Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling.
0
0.34
2017
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
0
0.34
2017
Spectral analysis of stock-return volatility, correlation, and beta
0
0.34
2015
Robust ranking and portfolio optimization.
8
0.51
2012
Privacy-Preserving Methods for Sharing Financial Risk Exposures
11
0.58
2011
Is It Real, or Is It Randomized?: A Financial Turing Test
1
0.39
2010
Impossible Frontiers
0
0.34
2010
A computational view of market efficiency
0
0.34
2009
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach.
0
0.34
2001
Computational challenges in portfolio management
7
0.65
2001
GEM: a global electronic market system
18
1.17
1999
Optimal control of execution costs for portfolios
23
26.67
1999
Computational finance.
0
0.34
1999
1