Andrew W. Lo Books

The Industrial Organization and Regulation of the Securities Industry
Computational Finance 1999
Computational Finance 1999

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Handbook of Collective Intelligence
Handbook of Collective Intelligence

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Computational Finance 1999
Computational Finance 1999

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The econometrics of financial markets
The econometrics of financial markets

By John Y. Campbell

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This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectr...

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A non-random walk down Wall Street
Hedge Funds
Hedge Funds

By Andrew W. Lo

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Adaptive markets
Adaptive markets

By Andrew W. Lo

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"Half of all Americans have money in the stock market, yet economists can't agree on whether investors and markets are ration and efficient, as modern financial theory assumes, or irrational and in...

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Adaptive Markets
Adaptive Markets

By Andrew W. Lo

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In Pursuit of the Perfect Portfolio

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