Research


Risk and Risk Management in the Credit Card Industry

with Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Akhtar Siddique, Journal of Banking and Finance

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Opinion: A new approach to financial regulation

with Simon A. Levin, Proceedings of the National Academy of Sciences

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Dynamic Loss Probabilities and Implications for Financial Regulation

with Thomas J. Brennan, Yale Journal on Regulation

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Dealing with Femtorisks in International Relations

with Aaron Benjamin Frank, Margaret Goud Collins, Simon A. Levin, Joshua Ramo, Ulf Dieckmann, Victor Kremenyuk, Arkady Kryazhimskiy, JoAnne Linnerooth-Bayer, Ben Ramalingam, J. Stapleton Roy, Donald G. Saari, Stefan Thurner, Detlof von Winterfeldt, PNAS (2014)

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When Do Stop-Loss Rules Stop Losses?

with Kathryn M. Kaminski, Journal of Financial Markets 18 (2014), 234-254.

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On a New Approach for Analyzing and Managing Macrofinancial Risks

with Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, Loriana Pelizzon, Financial Analysts Journal 69 (2013), 22-33.

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Systemic Risk and the Refinancing Ratchet Effect

with Amir E. Khandani and Robert C. Merton., Journal of Financial Economics 108 (2013), 29-45.

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Open-Source Software for “A Survey of Systemic Risk Analytics”

with Dimitrios Bisias, Mark Flood, and Stavros Valavanis

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A Survey of Systemic Risk Analytics

with Dimitrios Bisias, Mark Flood, and Stavros Valavanis, Annual Review of Financial Economics 4, 255-296

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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

with Thomas J. Brennan, Texas Law Review 90 (2012), 1775-1810.

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