Research


The Origin of Risk Aversion

with Ruixun Zhang, Thomas J. Brennan, Proceedings of the National Academy of Sciences 111(2014), 17777–17782.

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Can Hedge Funds Time Market Liquidity?

with Charles Cao, Yong Chen, Bing Liang, Journal of Financial Economics

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Dynamic Loss Probabilities and Implications for Financial Regulation

with Thomas J. Brennan, Yale Journal on Regulation 31(2014), 667–694.

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Learning Connections in Financial Time Series

with Gartheeban Ganeshapillai, John Guttag, Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117

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Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio

with David E. Fagnan, N. Nora Yang, John C. McKew, Science Translational Medicine 7(2015), 276ps3.

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New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc.

with Sourya V. Naraharisetti, Journal of Investment Management

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Financing Drug Discovery for Orphan Diseases

with David E. Fagnan, Austin A. Gromatzky, Jose-Maria Fernandez, Roger M. Stein, Drug Discovery Today 19 (2014), 533-538

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An Evolutionary Model of Bounded Rationality and Intelligence

with Thomas J. Brennan, PLOS One, 7 (2012)

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Adaptive Markets and the New World Order

Financial Analysts Journal, 68 (2012), 18-29

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Moore’s Law vs. Murphy’s Law: Algorithmic Trading and Its Discontents

with Andrei A. Kirilenko, Journal of Economic Perspectives 27 (2013), 51-72.

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