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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Dynamic Loss Probabilities and Implications for Financial Regulation

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

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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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Can Hedge Funds Time Market Liquidity?

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

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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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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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Commercializing Biomedical Research through Securitization Techniques

with Jose-Maria Fernandez and Roger M. Stein, Nature Biotechnology 30 (2012), 964-975.

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An Evolutionary Model of Bounded Rationality and Intelligence

with Thomas J. Brennan, PLOS One, 7:11 (2012)

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Adaptive Markets and the New World Order

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

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