Andrew W. Lo

发表的论文6 篇，按出版时间

1. 1
   Performance Attribution for Portfolio ConstraintsManagement Science20241
2. 2
   Optimal Impact Portfolios with General Dependence and MarginalsOperations Research20245
3. 3
   Spectral factor modelsJournal of Financial Economics202172
4. 4
   Quantifying the Impact of Impact InvestingManagement Science202136
5. 5
   Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time HorizonsManagement Science201818
6. 6
   Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account PlatformManagement Science201618