Research


Reply to “(Im)Possible Frontiers: A Comment”

with Thomas J. Brennan, Critical Finance Review 4(2015), 157–171.

View abstract

Funding Translational Medicine via Public Markets: The Business Development Company

with Sandra M. Forman, Monica Shilling, Grace K. Sweeney, Journal of Investment Management 13(2015), 9–32.

View abstract

Hedge Funds: A Dynamic Industry In Transition

with Mila Getmansky, Peter A. Lee, Annual Review of Financial Economics 7(2015), 483–577.

View abstract

A Survey of Systemic Risk Analytics

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

View abstract

A Computational View of Market Efficiency

with Jasmina Hasanhodzic and Emanuele Viola, Quantitative Finance 7, 1043-1050

View abstract

The Gordon Gekko Effect: The Role of Culture in the Financial Industry

Economic Policy Review 22(2016), 17–42.

View abstract

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 72(2016), 218–239.

View abstract

The Origin of Bounded Rationality and Intelligence

Proceedings of the American Philosophical Society 157 (2013), 269-280.

View abstract

Group Selection as Behavioral Adaptation to Systematic Risk

with Ruixun Zhang, Thomas J. Brennan, PLOS One 9 (2014)

View abstract

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)

View abstract


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