Research


Group Selection as Behavioral Adaptation to Systematic Risk

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

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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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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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Dynamic Loss Probabilities and Implications for Financial Regulation

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

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Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

with William Li, Pablo Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, Stanford Technology Law Review 13 (2013), 503-534.

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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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Can Financial Engineering Cure Cancer?

with David E. Fagnan, Jose Maria Fernandez, and Roger M. Stein, American Economic Review 103 (2013), 406-411.

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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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Estimating the NIH Efficient Frontier

with Dimitrios Bisias and Jamie Watkins, PLOS One 7 (2012).

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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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