Lo Andrew W

Andrew W Lo

Information about the author Andrew W Lo will soon be added to the site.
Found 3 papers in total
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
2017
We use a new hedge fund data set from a separate account platform to examine (1) how...
Robust ranking and portfolio optimization
Robust ranking and portfolio optimization
2012
The portfolio optimization problem has attracted researchers from many disciplines to...
Impossible frontiers
Impossible frontiers
2010
A key result of the capital asset pricing model (CAPM) is that the market...
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