Research


Accelerating Biomedical Innovation: A Case Study of the SPARK Program at Stanford University, School of Medicine

with Esther S. Kim, Paige M.C. Omura, Drug Discovery Today 22:7 (2017)

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Stop-loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs

with Alexander Remorov, Journal of Financial Markets 34 (2017) 1–15

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New directions for the FDA in the 21st century

Biostatistics

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Moore’s Law Vs. Murphy’s Law in the Financial System: Who’s Winning?

Journal of Investment Management 15 (2017), 17–38.

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The Statistics of Sharpe Ratios

Financial Analysts Journal 58 (2002), 36-52

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Risk Management for Hedge Funds: Introduction and Overview

Financial Analysts Journal 57 (2001), 16-33

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Statistical Tests of Contingent-Claims Asset-Pricing Models: A New Methodology

Journal of Financial Economics 17 (1986), 143-173

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Business Models to Cure Rare Disease: A Case Study of Solid Biosciences

with Esther Kim, Journal of Investment Management 14(2016), 87–101.

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Hedge fund holdings and stock market efficiency

with Charles Cao, Bing Liang, and Lubomir Petrasek, Review of Asset Pricing Studies, 2017, forthcoming

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Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology

with Vahid Montazerhodjat; Shomesh E. Chaudhuri; Daniel J. Sargent, JAMA Oncology (2017)

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