Research


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

The New York Times, Freakonomics Blog

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Why Animal Spirits Can Cause Markets to Break Down

The Financial Times

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When the Wisdom of Crowds Becomes the Madness of Mobs

The Financial Times

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Radical Reform of Executive Pay

The New York Times, Freakonomics Blog

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

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

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Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

Journal of Financial Economic Policy 1 (2009), 4-43

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Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008

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Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management

Journal of Investment Management 6 (2008), 1–29.

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130/30: The New Long-Only

with Pankaj Patel, Journal of Portfolio Management 34 (2008), 12-38.

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Systemic Risk and Hedge Funds

with Nicholas Chan, Mila Getmansky, Shane M. Haas, The Risks of Financial Institutions and the Financial Sector, edited by M. Carey and R. Stulz, 2007. Chicago, IL: University of Chicago Press.

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