Research


Bubble, Rubble, Finance In Trouble?

Journal of Psychology and Financial Markets 3 (2002), 76–86.

View abstract

The Origin of Behavior

with Thomas Brennan, Quarterly Journal of Finance 1 (2011), 55-108.

View abstract

What Happened To The Quants In August 2007?

Journal of Investment Management 5 (2007), 29-78.

View abstract

Security Trading of Concepts (STOC)

with Ely Dahan, Adlar J. Kim, Tomaso Poggio, and Nicholas T. Chan, Journal of Marketing Research, 48 (2011), 497-517.

View abstract

Can Hedge-Fund Returns Be Replicated?: The Linear Case

with Jasmina Hasanhodzic, Journal of Investment Management 5 (2007), 5–45.

View abstract

The National Transportation Safety Board: A Model for Systemic Risk Management

with Eric Fielding and Jian Helen Yang, Journal of Investment Management 9 (2011), 17-49.

View abstract

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

with Jiang Wang, Journal of Finance 61 (2006), 2805–2840.

View abstract

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data

with Amir Khandani, Journal of Financial Markets 14 (2011), 1-46.

View abstract

Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

Journal of Investment Consulting 7 (2005), 21–44.

View abstract

Consumer Credit Risk Models via Machine-Learning Algorithms

with Amir E. Khandani and Adlar J. Kim, Journal of Banking & Finance 34 (2010), 2767-2787.

View abstract


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