Research


Lo: The Best Econ Book I’ve Read Recently

PBS Newshour, The Business Desk

View abstract

WARNING!: Physics Envy May Be Hazardous To Your Wealth

with Mark Mueller, Journal of Investment Management 8 (2010), 13-63.

View abstract

Consumer Credit Risk Models via Machine-Learning Algorithms

with Amir E. Khandani and Adlar J. Kim, Journal of Banking & Finance 34 (2010), 2767-2787.

View abstract

Impossible Frontiers

with Thomas J. Brennan, Management Science 56 (2010), 905-923.

View abstract

The Feasibility of Systemic Risk Measurement

View abstract

This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management

The New York Times, Freakonomics Blog

View abstract

Why Animal Spirits Can Cause Markets to Break Down

The Financial Times

View abstract

When the Wisdom of Crowds Becomes the Madness of Mobs

The Financial Times

View abstract

Radical Reform of Executive Pay

The New York Times, Freakonomics Blog

View abstract

Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints

with A. Healy, Journal of Investment Management 7 (2009), 1–20.

View abstract

Follow me on © 2017 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.
Design by: Opus Design