Research


Optimal Impact Portfolios with General Dependence and Marginals

Lo, Andrew W., Lan Wu, Ruixun Zhang, and Chaoyi Zhao (2022), Optimal Impact Portfolios with General Dependence and Marginals, Working Paper.

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Social Contagion and the Survival of Diverse Investment Styles

Hirshleifer, David A. Andrew W. Lo, and Ruixun Zhang (2022), Social Contagion and the Survival of Diverse Investment Styles, Working Paper.

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Paying Off the Competition: Market Power and Innovation Incentives

Li, Xuelin, Andrew W. Lo, and Richard T. Thakor (2022), Paying Off the Competition: Market Power and Innovation Incentives, Working Paper.

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Optimal Impact Portfolios with General Dependence and Marginals (Working Paper)

Lo, Andrew W. , Lan Wu, Ruixun Zhang, and Chaoyi Zhao (2022), Optimal Impact Portfolios with General Dependence and Marginals, Working Paper.

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Debiasing Probability of Success Estimates for Clinical Trials

Chaudhuri, Shomesh, Joonhyuk Cho, Andrew W. Lo, Manish Singh, and Chi Heem Wong, Unpublished paper.

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Quantifying the Impact of Impact Investing

Lo, Andrew W., and Ruixun Zhang (2021), Quantifying the Impact of Impact Investing.

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The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds (Working Paper)

Lo, Andrew W., Egor Matveyev, and Stefan Zeume (2021), The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds, Working Paper.

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Explainable Machine Learning Models of Consumer Credit Risk (Working Paper)

Davis, Randall, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu, and Ruixun Zhang (2022), Explainable Machine Learning Models of Consumer Credit Risk, Working Paper.

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Patterns of Multimorbidity

Siah, Kien Wei, Chi Heem Wong, Jerry Gupta, and Andrew W. Lo (2021), Patterns of Multimorbidity, Preprint.

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Estimating the Financial Impact of Gene Therapy

Wong, Chi Heem, Dexin Li, Nina Wang, Jonathan Gruber, Rena Conti, and Andrew W. Lo (2020), Estimating the Financial Impact of Gene Therapy (Preprint), medRxiv 2020.10.27.20220871, https://doi.org/10.1101/2020.10.27.20220871.

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