Research


Business Models to Cure Rare Disease: A Case Study of Solid Biosciences

with Esther S. Kim, Forthcoming Journal of Investment Mangement

View abstract

Spectral Portfolio Theory

View abstract

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

with Leah Isakov and Vahid Montazerhodjat,

View abstract

Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform

with Charles Cao, Grant Farnsworthy, Bing Liang,

View abstract

Security in the Age of Systemic Risk: Strategies, Tactics and Options for Dealing with Femtorisks and Beyond

with Frank, M. Goud Collins, M. Clegg, U. Dieckmann, V. Kremenyuk, A. Kryazhimskiy J. Linnerooth-Bayer, S. Levin, B. Ramalingam, J. Ramo, S. Roy, D. Saari, Z. Shtauber, K. Sigmund, J. Tepperman, S. Thurner, W. Yiwei, and D. von Winterfeldt,

View abstract

Black’s Leverage Effect is Not Due to Leverage

with Jasmina Hasanhodzic,

View abstract

Measuring Systemic Risk in the Finance and Insurance Sectors

with Monica Billio, Mila Getmansky, and Loriana Pelizzon,

View abstract

Is It Real, or Is It Randomized?: A Financial Turing Test

with Jasmina Hasanhodzic and Emanuele Viola,

View abstract

Agent-Based Models of Financial Markets: A Comparison with Experimental Markets

with Nicholas Chan, Blake LeBaron, and Tomaso Poggio,

View abstract


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