Andrew Lo

Q: What Schools Are Affiliated With Andrew Lo

Andrew Lo is affiliated with the following schools: Yale University, Massachusetts Institute of Technology, University of Pennsylvania, Harvard University

Andrew Lo's AcademicInfluence.com Rankings

Andrew Lo

Economics

#149

World Rank

#196

Historical Rank

Behavioral Economics

#11

World Rank

#11

Historical Rank

economics Degrees

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Economics

Why Is Andrew Lo Influential?

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According to Wikipedia, Andrew Wen-Chuan Lo is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of many academic articles in finance and financial economics. He founded AlphaSimplex Group in 1999 and served as chairman and chief investment strategist until 2018 when he transitioned to his current role as chairman emeritus and senior advisor.

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Andrew Lo's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

THE ECONOMETRICS OF FINANCIAL MARKETS (1996) (6024)
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1987) (3967)
Long-Term Memory in Stock Market Prices (1989) (2014)
When are Contrarian Profits Due to Stock Market Overreaction? (1989) (1852)
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (2011) (1750)
Data-Snooping Biases in Tests of Financial Asset Pricing Models (1989) (1348)
The Adaptive Markets Hypothesis (2004) (1060)
Optimal control of execution costs (1998) (946)
A Non-Random Walk Down Wall Street (1999) (909)
A Survey of Systemic Risk Analytics (2012) (848)
An Econometric Analysis of Nonsynchronous Trading (1989) (799)
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory (2000) (786)
Nonparametric Risk Management and Implied Risk Aversion (2000) (781)
Estimation of clinical trial success rates and related parameters (2018) (771)
Nonparametric estimation of state-price densities implicit in financial asset prices (1995) (732)
The Size and Power of the Variance Ratio Test in Finite Samples: a Monte Carlo Investigation (1988) (702)
The Statistics of Sharpe Ratios (2002) (695)
Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998) (660)
What Happened to the Quants in August 2007? (2007) (556)
Consumer Credit Risk Models Via Machine-Learning Algorithms (2010) (531)
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005) (516)
An Ordered Probit Analysis of Transaction Stock Prices (1991) (510)
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (1986) (417)
Risk Management for Hedge Funds: Introduction and Overview (2001) (378)
Market efficiency from an evolutionary perspective. (2004) (351)
Asset Prices and Trading Volume under Fixed Transactions Costs (2001) (293)
Frontiers of finance: evolution and efficient markets. (1999) (287)
Systemic Risk and Hedge Funds (2005) (284)
Logit versus discriminant analysis : A specification test and application to corporate bankruptcies (1986) (275)
Can Hedge-Fund Returns Be Replicated?: The Linear Case (2006) (265)
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010) (261)
Implementing Option Pricing Models When Asset Returns are Predictable (1994) (252)
Unintended consequences of expensive cancer therapeutics—the pursuit of marginal indications and a me-too mentality that stifles innovation and creativity: the John Conley Lecture. (2014) (247)
Econometric Models of Limit-Order Executions (1997) (239)
Reading about the Financial Crisis: A Twenty-One-Book Review (2012) (227)
Systemic Risk and the Refinancing Ratchet Effect (2009) (170)
Can Hedge Funds Time Market Liquidity? (2012) (170)
Risk and Risk Management in the Credit Card Industry (2015) (165)
Semi-parametric upper bounds for option prices and expected payoffs (1987) (160)
Measuring Systemic Risk in the Finance and Insurance Sectors (2010) (145)
Warning: Physics Envy May be Hazardous to Your Wealth! (2010) (132)
Adaptive platform trials: definition, design, conduct and reporting considerations (2019) (132)
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS (1995) (130)
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach (2001) (120)
Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds (2008) (118)
The Three P's of Total Risk Management (1999) (113)
When is Time Continuous? (1998) (112)
Hedge Funds: An Analytic Perspective (2008) (112)
Agent-Based Models of Financial Markets: A Comparison with Experimental Markets (2001) (111)
Commercializing biomedical research through securitization techniques (2012) (104)
Adaptive Markets and the New World Order (2011) (100)
Can hedge funds time market liquidity (2013) (99)
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS? THE MEAN-VARIANCE-LIQUIDITY FRONTIER ∗ (2006) (93)
Regulatory Reform in the Wake of the Financial Crisis of 2007-2008 (2009) (89)
The Origin of Behavior (2009) (88)
Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management (2007) (83)
Market efficiency : stock market behaviour in theory and practice (1997) (81)
Asset allocation and derivatives (2001) (81)
Optimal control of execution costs for portfolios (1999) (80)
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios (2009) (79)
Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents (2013) (77)
Efficient Markets Hypothesis (2007) (76)
Computational finance (1999) (75)
Privacy-Preserving Methods for Sharing Financial Risk Exposures (2011) (74)
When Do Stop-Loss Rules Stop Losses? (2014) (72)
Hedge Fund Holdings and Stock Market Efficiency (2014) (70)
Securities Trading of Concepts (STOC) (2011) (66)
The origin of risk aversion (2014) (64)
Black's Leverage Effect is not Due to Leverage (2011) (63)
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals (2010) (62)
Reading About the Financial Crisis: A 21-Book Review (2011) (61)
Adaptive Markets: Financial Evolution at the Speed of Thought (2017) (59)
Stock Market Trading Volume (2009) (58)
Can Financial Engineering Cure Cancer (2013) (58)
Financing drug discovery for orphan diseases. (2014) (58)
Hedge Funds: A Dynamic Industry in Transition (2015) (56)
Parallel Discovery of Alzheimer’s Therapeutics (2014) (52)
The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds (2016) (51)
The Sources and Nature of Long-Term Memory in the Business Cycle (1989) (51)
The Gordon Gekko Effect: The Role of Culture in the Financial Industry (2015) (47)
Machine Learning with Statistical Imputation for Predicting Drug Approvals (2018) (46)
Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks ∗ (2014) (46)
The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis (2009) (45)
Financial Econometrics (2022) (43)
Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective (2011) (41)
Bubble, Rubble, Finance in Trouble? (2002) (41)
Sifting Through the Wreckage: Lessons from Recent Hedge-Fund Liquidations (2004) (40)
When is time continuous (2000) (39)
Statistical tests of contingent-claims asset-pricing models: A new methodology (1986) (39)
GEM: A Global Electronic Market System (1999) (39)
130/30 (2008) (38)
Is the Fda Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design (2015) (38)
An Evolutionary Model of Bounded Rationality and Intelligence (2012) (37)
Buying cures versus renting health: Financing health care with consumer loans (2016) (37)
The National Transportation Safety Board: A Model for Systemic Risk Management (2010) (36)
The sources and nature of long-term memory in aggregate output (2001) (36)
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) (2013) (35)
Adaptive Markets and the New World Order (corrected May 2012) (2012) (35)
Adaptive Markets (2019) (35)
Just how good an investment is the biopharmaceutical sector? (2017) (33)
Finance: A Selective Survey (2000) (32)
Impossible Frontiers (2008) (32)
Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter (2018) (30)
Dealing with femtorisks in international relations (2014) (30)
Introduction to "The Industrial Organization and Regulation of the Securities Industry" (1995) (29)
Spectral Portfolio Theory (2016) (28)
The growth of relative wealth and the Kelly criterion (2017) (28)
Non-Parametric Risk Management and Implied Risk Aversion (1998) (28)
A large-sample chow test for the linear simultaneous equation (1985) (26)
Law is Code: A Software Engineering Approach to Analyzing the United States Code (2014) (26)
Stock Market Prices (1989) (25)
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry (2015) (25)
The Feasibility of Systemic Risk Measurement: Written Testimony for the House Financial Services Committee Hearing on Systemic Risk Regulation (2009) (25)
Financing translation: Analysis of the NCATS rare-diseases portfolio (2015) (24)
Computational challenges in portfolio management (2001) (24)
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders (1998) (24)
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective (2020) (23)
Rethinking the Financial Crisis (2012) (23)
Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology (2017) (22)
Learning Connections in Financial Time Series (2013) (22)
Corrigendum: Estimation of clinical trial success rates and related parameters (2018) (22)
Opinion: A new approach to financial regulation (2015) (22)
Patient-centered clinical trials. (2017) (21)
Robust ranking and portfolio optimization (2012) (21)
New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc. (2013) (21)
Price, value, and the cost of cancer drugs. (2016) (20)
A Brain Capital Grand Strategy: toward economic reimagination (2020) (20)
A computational view of market efficiency (2009) (20)
Spectral Factor Models (2019) (19)
Complexity, concentration and contagion: A comment (2011) (18)
RECONCILING EFFICIENT MARKETS WITH BEHAVIORAL FINANCE: (2005) (18)
Estimating the NIH Efficient Frontier (2012) (18)
Group Selection as Behavioral Adaptation to Systematic Risk (2014) (18)
Stop-loss strategies with serial correlation, regime switching, and transaction costs (2017) (18)
Optimal Financing for R&D-Intensive Firms (2017) (17)
Trading Volume (2009) (17)
New Business Models to Accelerate Innovation in Pediatric Oncology Therapeutics: A Review (2018) (17)
Hedge Funds: An Analytic Perspective Updated Edition (2010) (17)
Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints (2009) (16)
Spectral analysis of stock-return volatility, correlation, and beta (2015) (16)
Managing real‐time risks and returns: The Thomson Reuters NewsScope Event Indices (2012) (16)
What's The Use of Economics? (2012) (15)
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons (2018) (15)
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs (2020) (15)
Computational finance 1999 (2000) (15)
Experimental Markets for Product Concepts (2001) (14)
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model (1997) (14)
Moore's Law vs. Murphy's Law in the Financial System: Who's Winning? (2016) (13)
Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics during Epidemic Outbreaks (2020) (13)
Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non-Small-Cell Lung Cancer. (2019) (13)
UNSIGNED JUDICIAL OPINIONS (2013) (12)
The Dynamics of the Hedge Fund Industry (2005) (12)
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates (2020) (12)
The origin of cooperation (2021) (12)
What is an Index? (2015) (12)
Predicting drug approvals: The Novartis data science and artificial intelligence challenge (2021) (12)
Sharing R&D Risk in Healthcare via FDA Hedges (2017) (12)
Competition and R&D Financing: Evidence From the Biopharmaceutical Industry (2016) (12)
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform (2017) (11)
Financing drug discovery via dynamic leverage. (2015) (11)
What Is an Index? (2016) (11)
Preface to the Annual Review of Financial Economics (2009) (11)
Competition and R&D Financing Decisions: Evidence from the Biopharmaceutical Industry (2015) (10)
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds (2019) (10)
Quantifying Systemic Risk (2013) (10)
Models of the term structure of interest rates (1994) (10)
Practical Applications of The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds (2016) (9)
Modeling and Measuring Systemic Risk (2010) (9)
Accelerating biomedical innovation: a case study of the SPARK program at Stanford University, School of Medicine. (2017) (9)
Dynamic asset-pricing models (2007) (9)
Lessons From Hollywood: A New Approach To Funding R&D (2016) (9)
Introduction to Volume 5 of the Annual Review of Financial Economics (2013) (8)
The origin of bounded rationality and intelligence. (2013) (8)
Estimating Clinical Trial Success Rates and Related Parameters in Oncology (2019) (8)
A Survey of Systemic Risk Analytics: Appendix ∗ (2012) (8)
Funding Long Shots * (2017) (8)
Financing Vaccines for Global Health Security (2020) (8)
Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation (2019) (8)
Acceleration of rare disease therapeutic development: a case study of AGIL-AADC. (2019) (7)
TRC Networks and Systemic Risk (2016) (7)
Estimating Probabilities of Success of Clinical Trials for Vaccines and Other Anti-Infective Therapeutics (2020) (7)
Macro-Finance Models with Nonlinear Dynamics (2020) (7)
The FTSE StableRisk Indices (2011) (7)
Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures (2004) (7)
On Black’s Leverage Effect in Firms with No Leverage (2019) (7)
130/30: The New Long-Only (2007) (6)
Is it Real, or is it Randomized?: A Financial Turing Test (2010) (6)
Estimating the Financial Impact of Gene Therapy in the U.S (2021) (6)
Estimating Policy Trajectories During the Financial Crisis (2014) (6)
Essays in financial and quantitative economics (1984) (6)
Introduction to PNAS special issue on evolutionary models of financial markets (2021) (6)
WHERE DO ALPHAS COME FROM ? : A MEASURE OF THE VALUE OF ACTIVE INVESTMENT MANAGEMENT ∗ (2008) (6)
Accelerating glioblastoma therapeutics via venture philanthropy. (2021) (6)
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments (2018) (5)
“The Statistics of Sharpe Ratios”: Author's Response (2002) (5)
Patterns of Multimorbidity (2021) (5)
Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling (2018) (5)
Liquidity Costs, Return Smoothing, and Investor Flows: Evidence from a Separate Account Platform (2013) (5)
Discussion: New directions for the FDA in the 21st century. (2017) (5)
An Empirical Evaluation of Tax-Loss Harvesting Alpha (2019) (5)
Security in the Age of Systemic Risk: Strategies, Tactics and Options for Dealing with Femtorisks and Beyond (2012) (5)
Estimates of Probabilities of Successful Development of Pain Medications: An Analysis of Pharmaceutical Clinical Development Programs from 2000 to 2020 (2022) (5)
Estimating the Financial Impact of Gene Therapy (2020) (5)
Incorporating Patient Preferences via Bayesian Decision Analysis. (2021) (5)
Life sciences intellectual property licensing at the Massachusetts Institute of Technology (2021) (5)
A Portfolio Approach to Accelerate Therapeutic Innovation in Ovarian Cancer (2018) (5)
Paying off the Competition: Market Power and Innovation Incentives (2021) (5)
Reply to "(Im)Possible Frontiers: A Comment" (2015) (5)
Financing Correlated Drug Development Projects (2020) (4)
A Solution manual to the econometrics of financial markets (1997) (4)
Funding Translational Medicine via Public Markets: The Business Development Company (2015) (4)
Health, Wealth, and the 21st Century Cures Act. (2016) (4)
Funding Long Shots (2016) (4)
A Behavioral Perspective on Risk Management (1999) (4)
What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy! (2012) (4)
Risk and Reward in the Orphan Drug Industry (2018) (4)
SCRAM: A Platform for Securely Measuring Cyber Risk (2020) (4)
Perspectives: Adaptive Markets and the New World Order (2012) (4)
The evolutionary origin of Bayesian heuristics and finite memory (2021) (3)
Hedge Fund Beta Replication: A Five-Year Retrospective (2014) (3)
Machine-learning models for predicting drug approvals and clinical-phase transitions (2017) (3)
What Are the Chances of Getting a Cancer Drug Approved? (2019) (3)
The Derivatives Sourcebook (2006) (3)
Author Correction: Adaptive platform trials: definition, design, conduct and reporting considerations (2019) (3)
Can Financial Engineering Cure Cancer?: A New Approach to Funding Large-Scale Biomedical Innovation (2013) (3)
To maximize or randomize? An experimental study of probability matching in financial decision making (2021) (3)
When Do Investors Freak Out? Machine Learning Predictions of Panic Selling (2021) (3)
Measuring Horizon-Specific Systematic Risk via Spectral Betas (2018) (3)
Business Models to Cure Rare Disease: A Case Study of Solid Biosciences (2016) (2)
Robert C. Merton: The First Financial Engineer (2020) (2)
Financing Biomedical Innovation (2022) (2)
PERFORMANCE MEASUREMENT AND EVALUATION (2006) (2)
What Do Humans Perceive in Asset Returns? (2019) (2)
The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology (2021) (2)
The wisdom of crowds versus the madness of mobs: An evolutionary model of bias, polarization, and other challenges to collective intelligence (2022) (2)
Quantifying the Impact of Impact Investing (2021) (2)
Differentiated dollars (2022) (2)
Financial Intermediation and the Funding of Biomedical Innovation: A Review (2022) (2)
Advances in Economics and Econometrics: Trading Volume (2003) (2)
Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?: An Analytical Framework (2012) (2)
Pricing for Survival in the Biopharma Industry: A Case Study of Acthar Gel and Questcor Pharmaceuticals (2017) (2)
Comparing Solution Methodologies for Macro-Finance Models with Nonlinear Dynamics ∗ (2017) (2)
Financially adaptive clinical trials via option pricing analysis (2020) (2)
Systemic Risk and the Renancing Ratchet Effect (2011) (2)
Use of Bayesian decision analysis to maximize value in patient-centered randomized clinical trials in Parkinson's disease. (2023) (2)
Where to from here (2015) (2)
A review of economic issues for gene‐targeted therapies: Value, affordability, and access (2023) (2)
A Complete Theory of Human Behavior (2010) (2)
Bridging the Valley of Death through Financial Innovation: Written Testimony of Andrew W. Lo Prepared for the U.S. House of Representatives Financial Services Committee (2019) (1)
Annals Issue in Honor of Jerry A. Hausman (2019) (1)
Multimorbidity and mortality: A data science perspective (2022) (1)
Algorithmic Models of Investor Behavior (2021) (1)
Identifying and Mitigating Potential Biases in Predicting Drug Approvals (2022) (1)
Incorporating patient preferences and burden-of-disease in evaluating ALS drug candidate AMX0035: a Bayesian decision analysis perspective (2022) (1)
Financing Pharmaceuticals and Medical Devices for Pain Treatment and Opioid Use Disorder (2022) (1)
Renting health vs buying cures: how new financing tools can boost cancer therapy development. (2018) (1)
Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation (2019) (1)
Portfolio theory: a review (2007) (1)
Real-time extended psychophysiological analysis of financial risk processing (2022) (1)
The Visible Hand (2018) (1)
“The Statistics of Sharpe Ratios”: Author's Response (2003) (1)
Q Group Panel Discussion: Looking to the Future (2016) (1)
The reaction of sponsor stock prices to clinical trial outcomes: An event study analysis (2022) (1)
Can Financial Economics Cure Cancer? (2021) (1)
How Financial Engineering Can Cure Cancer (2016) (1)
Global Realignment in Financial Market Dynamics: Evidence from ETF Networks (2021) (1)
Optimal Impact Portfolios with General Dependence and Marginals (2022) (1)
Introduction to "Quantifying Systemic Risk" (2012) (1)
Statistical models of asset returns (2007) (1)
Dynamic Loss Probabilities and Implications for Financial Regulation (2014) (1)
On Viable Diffusion Price Processes of the Market Portfolio (2016) (1)
Social Contagion and the Survival of Diverse Investment Styles (2021) (1)
ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns (2010) (1)
Hamilton’s rule in economic decision-making (2022) (1)
Data rich (2018) (1)
An Empirical Evaluation of Tax-Loss-Harvesting Alpha (2020) (1)
Review Article: Biological Economics (2018) (1)
Measuring and Optimizing the Risk and Reward of Green Portfolios (2022) (1)
Working Paper # 0001 January 5 , 2012 A Survey of Systemic Risk Analytics (2012) (0)
9 Practical Considerations (2010) (0)
(Running title: SECURITIES TRADING OF CONCEPTS (STOC)) (2008) (0)
Estimating the NIH Efficient Frontier : Supporting Information (2012) (0)
Portfolio Theory, NIH Extramural Research Allocation, and Disease Burden (2010) (0)
Functionality of Banks and Hedge Funds and Contagion Between Financial Institutions (0)
Challenges in Financial Computing (2001) (0)
Comment on Michael I. Jordan’s “Artificial Intelligence—The Revolution Hasn’t Happened Yet” (2019) (0)
The Effects of Spending Rules and Asset Allocation on Nonprofit Endowments (2022) (0)
Andrew Hedge Funds—An Analytic Perspective (2008) (0)
Continuous-time methods and market microstructure (2007) (0)
Patient-Centered Clinical Trial Design for Heart Failure Devices via Bayesian Decision Analysis. (2023) (0)
Can Financial Economics Cure Cancer? (2021) (0)
Modelling Limit Order Execution Times from Market Data (2007) (0)
8 An Integrated Hedge Fund Investment Process (2010) (0)
Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transactions Costs (2015) (0)
Reply to â€œ(Im)Possible Frontiers: A Commentâ€ (2015) (0)
TRC Networks and Systemic Risk Author ’ s (2017) (0)
3. Serial Correlation, Smoothed Returns, and Illiquidity (2010) (0)
11 Jumping the Gates (2010) (0)
World of Edcraft: Teaching Healthcare Finance at MIT (2021) (0)
SBE 2020: A Complete Theory of Human Behavior (2010) (0)
Book Review The Econometrics of Financial Markets. John Y. (0)
Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis (2019) (0)
Clarendon Lectures in Finance: The Adaptive Markets Hypothesis (2013) (0)
4 Optimal Liquidity (2010) (0)
In Pursuit of the Perfect Portfolio (2021) (0)
The International Library of Financial Econometrics series (2007) (0)
Artificial Financial Markets with Adaptive Trading Agents (2003) (0)
Quantifying Systemic Risk: Introduction (2012) (0)
Abstract 2623: Investigation into factors influencing probability of success in oncology clinical trials and trends over time (2021) (0)
Hasanhodzic and Lo Table 1 : Capital Decimation Partners * (2006) (0)
Frequently Asked Questions About Megafunds (2015) (0)
In Theory : Hasanhodzic and Lo Attack Clones ofthe (2009) (0)
The challenge of pediatric oncology: New business models to accelerate innovation. (2018) (0)
Innovation at MIT (2003) (0)
CancerConundrum Weak Performance In Biopharma Investments (2013) (0)
A Look Back and a Way Forward (2021) (0)
Practical Applications of Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter (2018) (0)
2 BasicPropertiesof Hedge Fund Returns (2010) (0)
PREDictive X is prives (2017) (0)
Annual Review of Financial Economics, Volume 1 (2009) (0)
Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling (2017) (0)
5 Hedge Fund Beta Replication (2010) (0)
Online Appendix for “Macro-Finance Models with Nonlinear Dynamics” (2021) (0)
Do humans perceive temporal order in asset returns ? (2011) (0)
PRESIDENTIAL ADDRESS: CAN FINANCIAL ECONOMICS HELP CURE CANCER? (2020) (0)
Author's Personal Copy Journal of Financial Economics Author's Personal Copy (0)
Advances in Economics and Econometrics: A Discussion of the Papers by John Geanakoplos and by Andrew W. Lo and Jiang Wang (2003) (0)
MASSACHUSETTS INSTITUTE OF TECHNOLOGY ARTIFICIAL INTELLIGENCE LABORATORY and CENTER FOR BIOLOGICAL AND COMPUTATIONAL LEARNING DEPARTMENT OF BRAIN AND COGNITIVE SCIENCES (2001) (0)
Hedge fund ownership of stocks has increased rapidly over the past two decades , in particular prior to the outbreak of the Financial Crisis in 2008 (2017) (0)
The growth of relative wealth and the Kelly criterion (2017) (0)
Static asset-pricing models (2007) (0)
ING Parallel Discovery of Alzheimer ’ s Therapeutics (2014) (0)
World of EdCraft: Challenges and Opportunities in Synchronous Online Teaching (2021) (0)
Practical Applications of What Is an Index? (2016) (0)
BOOKS, 1996–2002 (2005) (0)
Estimation and Prediction for Algorithmic Models of Investor Behavior (2022) (0)
Experimental Markets for Product Concepts Paper 149 (2002) (0)
Risk and Stability New Methods and Measures (2014) (0)
Should we allocate more COVID-19 vaccine doses to non-vaccinated individuals? (2022) (0)
Going for Broke: Restructuring (2013) (0)
Robert C. Merton: The Palgrave Companion to MIT Economics (2023) (0)
6 A New Measure of Active Investment Management (2010) (0)
Alpha Transfer in a Hedge Fund World: Fact or Fantasy (2002) (0)
Estimating the NIH Efficient Frontier Citation (2012) (0)
7 Hedge Funds and Systemic Risk (2010) (0)
An Artificial Intelligence-Based Industry Peer Grouping System (2022) (0)
Financing Fusion Energy (2022) (0)
Invited Editorial Comment (2010) (0)
Quantifying the Returns of ESG Investing: An Empirical Analysis with Six ESG Metrics (2023) (0)
Securities Trading of Concepts (STOC) (Running title: SECURITIES TRADING OF CONCEPTS (STOC)) (2008) (0)
Introduction to Empirical Methods in Finance (2008) (0)
Working Paper Alfred P. Sloan School of Management Econometric Evaluation of Asset Pricing Models Econometric Evaluation of Asset Pricing Models Received Econometric Evaluation of Asset Pricing Models (2008) (0)
feature Financing drug discovery via dynamic leverage (2016) (0)
Where To From Here?: Financial Regulation 2.0 (2015) (0)
Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board , Washington , D . C . Hedge fund holdings and stock market efficiency (2014) (0)
Statistical methods and non-standard finance (2007) (0)
Essays in financial and quantitative economics (investment) (1984) (0)
Maximizing Absolute Wealth : the Kelly Criterion 3 3 Maximizing Relative Wealth 5 4 A Numerical Example 10 5 Testable Implications 13 6 Discussion 14 A Proofs 16 (2017) (0)
Automated Trading Systems (1996) (0)

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