Research


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 rax015 (2017)

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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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Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

with Shomesh Chaudhuri, Signal Processing and Signal Processing Education Workshop (SP/SPE), 2015 IEEE, 232–236.

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Health, Wealth, and the 21st Century Cures Act

with Tomas Philipson and Andrew von Eschenbach, JAMA Oncology 2(2016), 17–18.

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TRC Networks and Systemic Risk

with Roger Stein, Journal of Alternative Investment 18(2016), 52–67.

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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

with with Pablo D. Azar, Journal of Portfolio Management 42(2016), 123–134.

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Q Group Panel Discussion: Looking to the Future

with Martin Leibowitz, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel, Financial Analysts Journal

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Buying Cures Versus Renting Health: Financing Health Care with Consumer Loans

with Vahid Montazerhodjat and David M. Weinstock, Science Translational Medicine 8(2016), 327ps6.

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