BibTeX records: Andrew W. Lo

download as .bib file

@article{DBLP:journals/patterns/SiahKBHLMSWZZPZ21,
  author       = {Kien Wei Siah and
                  Nicholas W. Kelley and
                  Steffen Ballerstedt and
                  Bj{\"{o}}rn Holzhauer and
                  Tianmeng Lyu and
                  David Mettler and
                  Sophie Sun and
                  Simon Wandel and
                  Yang Zhong and
                  Bin Zhou and
                  Shifeng Pan and
                  Yingyao Zhou and
                  Andrew W. Lo},
  title        = {Predicting drug approvals: The Novartis data science and artificial
                  intelligence challenge},
  journal      = {Patterns},
  volume       = {2},
  number       = {8},
  pages        = {100312},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.patter.2021.100312},
  doi          = {10.1016/J.PATTER.2021.100312},
  timestamp    = {Fri, 10 Sep 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/patterns/SiahKBHLMSWZZPZ21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mansci/ChaudhuriL19,
  author       = {Shomesh E. Chaudhuri and
                  Andrew W. Lo},
  title        = {Dynamic Alpha: {A} Spectral Decomposition of Investment Performance
                  Across Time Horizons},
  journal      = {Manag. Sci.},
  volume       = {65},
  number       = {9},
  pages        = {4440--4450},
  year         = {2019},
  url          = {https://doi.org/10.1287/mnsc.2018.3102},
  doi          = {10.1287/MNSC.2018.3102},
  timestamp    = {Tue, 30 Jun 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mansci/ChaudhuriL19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ficn/RamL18,
  author       = {Archana Ram and
                  Andrew W. Lo},
  title        = {Is Smaller Better? {A} Proposal to Use Bacteria For Neuroscientific
                  Modeling},
  journal      = {Frontiers Comput. Neurosci.},
  volume       = {12},
  pages        = {7},
  year         = {2018},
  url          = {https://doi.org/10.3389/fncom.2018.00007},
  doi          = {10.3389/FNCOM.2018.00007},
  timestamp    = {Sat, 23 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ficn/RamL18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mansci/CaoFLL17,
  author       = {Charles Cao and
                  Grant Farnsworth and
                  Bing Liang and
                  Andrew W. Lo},
  title        = {Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from
                  a Separate Account Platform},
  journal      = {Manag. Sci.},
  volume       = {63},
  number       = {7},
  pages        = {2233--2250},
  year         = {2017},
  url          = {https://doi.org/10.1287/mnsc.2015.2401},
  doi          = {10.1287/MNSC.2015.2401},
  timestamp    = {Tue, 30 Jun 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mansci/CaoFLL17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-1709-04300,
  author       = {Archana Ram and
                  Andrew W. Lo},
  title        = {Is Smaller Better: {A} Proposal To Consider Bacteria For Biologically
                  Inspired Modeling},
  journal      = {CoRR},
  volume       = {abs/1709.04300},
  year         = {2017},
  url          = {http://arxiv.org/abs/1709.04300},
  eprinttype    = {arXiv},
  eprint       = {1709.04300},
  timestamp    = {Mon, 13 Aug 2018 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-1709-04300.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/dsp-spe/ChaudhuriL15,
  author       = {Shomesh E. Chaudhuri and
                  Andrew W. Lo},
  title        = {Spectral analysis of stock-return volatility, correlation, and beta},
  booktitle    = {{IEEE} Signal Processing and Signal Processing Education Workshop,
                  {SP/SPE} 2015, Salt Lake City, UT, USA, August 9-12, 2015},
  pages        = {232--236},
  publisher    = {{IEEE}},
  year         = {2015},
  url          = {https://doi.org/10.1109/DSP-SPE.2015.7369558},
  doi          = {10.1109/DSP-SPE.2015.7369558},
  timestamp    = {Wed, 16 Oct 2019 14:14:55 +0200},
  biburl       = {https://dblp.org/rec/conf/dsp-spe/ChaudhuriL15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/NguyenL12,
  author       = {Tri{-}Dung Nguyen and
                  Andrew W. Lo},
  title        = {Robust ranking and portfolio optimization},
  journal      = {Eur. J. Oper. Res.},
  volume       = {221},
  number       = {2},
  pages        = {407--416},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.ejor.2012.03.023},
  doi          = {10.1016/J.EJOR.2012.03.023},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/NguyenL12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-1111-5228,
  author       = {Emmanuel Abbe and
                  Amir E. Khandani and
                  Andrew W. Lo},
  title        = {Privacy-Preserving Methods for Sharing Financial Risk Exposures},
  journal      = {CoRR},
  volume       = {abs/1111.5228},
  year         = {2011},
  url          = {http://arxiv.org/abs/1111.5228},
  eprinttype    = {arXiv},
  eprint       = {1111.5228},
  timestamp    = {Mon, 13 Aug 2018 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-1111-5228.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mansci/BrennanL10,
  author       = {Thomas J. Brennan and
                  Andrew W. Lo},
  title        = {Impossible Frontiers},
  journal      = {Manag. Sci.},
  volume       = {56},
  number       = {6},
  pages        = {905--923},
  year         = {2010},
  url          = {https://doi.org/10.1287/mnsc.1100.1157},
  doi          = {10.1287/MNSC.1100.1157},
  timestamp    = {Tue, 30 Jun 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mansci/BrennanL10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-1002-4592,
  author       = {Jasmina Hasanhodzic and
                  Andrew W. Lo and
                  Emanuele Viola},
  title        = {Is It Real, or Is It Randomized?: {A} Financial Turing Test},
  journal      = {CoRR},
  volume       = {abs/1002.4592},
  year         = {2010},
  url          = {http://arxiv.org/abs/1002.4592},
  eprinttype    = {arXiv},
  eprint       = {1002.4592},
  timestamp    = {Mon, 13 Aug 2018 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-1002-4592.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-0908-4580,
  author       = {Jasmina Hasanhodzic and
                  Andrew W. Lo and
                  Emanuele Viola},
  title        = {A Computational View of Market Efficiency},
  journal      = {CoRR},
  volume       = {abs/0908.4580},
  year         = {2009},
  url          = {http://arxiv.org/abs/0908.4580},
  eprinttype    = {arXiv},
  eprint       = {0908.4580},
  timestamp    = {Mon, 13 Aug 2018 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-0908-4580.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cse/HaughL01,
  author       = {Martin B. Haugh and
                  Andrew W. Lo},
  title        = {Computational challenges in portfolio management},
  journal      = {Comput. Sci. Eng.},
  volume       = {3},
  number       = {3},
  pages        = {54--59},
  year         = {2001},
  url          = {https://doi.org/10.1109/5992.919267},
  doi          = {10.1109/5992.919267},
  timestamp    = {Tue, 16 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cse/HaughL01.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ior/BertsimasKL01,
  author       = {Dimitris Bertsimas and
                  Leonid Kogan and
                  Andrew W. Lo},
  title        = {Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage
                  Approach},
  journal      = {Oper. Res.},
  volume       = {49},
  number       = {3},
  pages        = {372--397},
  year         = {2001},
  url          = {https://doi.org/10.1287/opre.49.3.372.11218},
  doi          = {10.1287/OPRE.49.3.372.11218},
  timestamp    = {Tue, 31 Mar 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ior/BertsimasKL01.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cse/NorthoverL99,
  author       = {Kevin Northover and
                  Andrew W. Lo},
  title        = {Computational finance},
  journal      = {Comput. Sci. Eng.},
  volume       = {1},
  number       = {6},
  pages        = {22--23},
  year         = {1999},
  url          = {https://doi.org/10.1109/MCISE.1999.805134},
  doi          = {10.1109/MCISE.1999.805134},
  timestamp    = {Tue, 16 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cse/NorthoverL99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cse/BertsimasLH99,
  author       = {Dimitris Bertsimas and
                  Andrew W. Lo and
                  Paul Hummel},
  title        = {Optimal control of execution costs for portfolios},
  journal      = {Comput. Sci. Eng.},
  volume       = {1},
  number       = {6},
  pages        = {40--53},
  year         = {1999},
  url          = {https://doi.org/10.1109/5992.805135},
  doi          = {10.1109/5992.805135},
  timestamp    = {Tue, 16 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cse/BertsimasLH99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/is/Rachlevsky-ReichBCLP99,
  author       = {Benny Rachlevsky{-}Reich and
                  Israel Ben{-}Shaul and
                  Nicholas Tung Chan and
                  Andrew W. Lo and
                  Tomaso A. Poggio},
  title        = {{GEM:} {A} Global Electronic Market System},
  journal      = {Inf. Syst.},
  volume       = {24},
  number       = {6},
  pages        = {495--518},
  year         = {1999},
  url          = {https://doi.org/10.1016/S0306-4379(99)00029-0},
  doi          = {10.1016/S0306-4379(99)00029-0},
  timestamp    = {Sat, 20 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/is/Rachlevsky-ReichBCLP99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/cifer/Ait-SahaliaL95,
  author       = {Yacine A{\"{\i}}t{-}Sahalia and
                  Andrew W. Lo},
  title        = {Nonparametric estimation of state-price densities implicit in financial
                  asset prices},
  booktitle    = {Proceedings of the {IEEE/IAFE} 1995 Computational Intelligence for
                  Financial Engineering, CIFEr 1995, New York City, USA, April 9-11,
                  1995},
  pages        = {2--5},
  publisher    = {{IEEE}},
  year         = {1995},
  url          = {https://doi.org/10.1109/CIFER.1995.495227},
  doi          = {10.1109/CIFER.1995.495227},
  timestamp    = {Wed, 16 Oct 2019 14:14:52 +0200},
  biburl       = {https://dblp.org/rec/conf/cifer/Ait-SahaliaL95.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.