search query: @author Lo, A. W. / total: 5
references: 2-5 / 5
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2.
Econometric models of limit-order executions
Journal of Financial Economics
2002 : JUL, VOL. 65:1, p. 31-71
 2002 Lo, A. W.
MacKinlay, A. C.
Zhang, J.
3.
The three P's of total risk management
Financial Analysts' Journal
1999 : JAN/FEB, VOL. 55:1, p. 13-26
 1999 Lo, A. W.
4.
Nonparametric estimation of state-price densities implicit in financial asset prices.
Journal of Finance
1998 : APR, VOL. 53:2, p. 499-547
 1998 Ait-Sahalia, Y.
Lo, A. W.
5.
Semi-parametric upper bounds for option prices and expected payoffs.
Journal of Financial Economics
1987 : DEC, VOL. 19:2, p. 373-387
 1987 Lo, A. W.
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