Research


Dynamic Loss Probabilities and Implications for Financial Regulation

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

View abstract

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.

View abstract

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.

View abstract

When Do Stop-Loss Rules Stop Losses?

with Kathryn M. Kaminski, Journal of Financial Markets 18 (2014), 234-254.

View abstract

Can Financial Engineering Cure Cancer?

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

View abstract

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.

View abstract

Estimating the NIH Efficient Frontier

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

View abstract

Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

with Thomas J. Brennan, Texas Law Review 90 (2012), 1775-1810.

View abstract

Commercializing Biomedical Research through Securitization Techniques

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

View abstract

An Evolutionary Model of Bounded Rationality and Intelligence

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

View abstract


Follow me on © 2018 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.
Design by: Opus Design