Publications

Differentiated dollars

2022
Alvarez, Daniel L., Lo and Andrew W. Lo (2022), Differentiated dollars, Nature Biotechnology, 1546-1696.

Financing Alzheimer’s Disease Drug Development

2022
Cummings, Jayna, Amanda Hu, Angela Su, and Andrew W. Lo (2022), Financing Alzheimer’s Disease Drug Development, In Alzheimer’s Disease Drug Development: Research and Development Ecosystem, edited by Jeffrey Cummings, Jefferson Kinney, and Howard Fillit, 465–479. Cambridge, UK: Cambridge University Press.

Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation

2022
Vasileva, Detelina, Larry Norton, Marc Hurlbert, and Andrew W. Lo (2022), Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation, Journal of Investment Management 20 (1), 5-24.

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

2022
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.

Financing Vaccines for Global Health Security

2022
Vu, Jonathan T., Benjamin K. Kaplan, Shomesh E. Chaudhuri, Monique K. Mansoura, and Andrew W. Lo (2022), Financing Vaccines for Global Health Security, Journal Of Investment Management 20 (2), 1-17.

Quantifying the Impact of Impact Investing (Working Paper)

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

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

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

Spectral factor models

2021
Bandi, Federico M., Shomesh E. Chaudhuri, Andrew W. Lo, Andrea Tamoni (2021), Spectral factor models, Journal of Financial Economics 142, 214-238.

To maximize or randomize? An experimental study of probability matching in financial decision making

2021
Lo, Andrew W., Katherine Marlowe, Ruixun Zhang (2021), To maximize or randomize? An experimental study of probability matching in financial decision making, PLoS ONE 16(8), 1-20.

The evolutionary origin of Bayesian heuristics and finite memory

2021
Lo, Andrew W. and Ruixun Zhang (2021), The evolutionary origin of Bayesian heuristics and finite memory, Science 24 (8).

Can Financial Economics Cure Cancer?

2021
Lo, Andrew W. (2021), Can Financial Economics Cure Cancer?, Atlantic Economic Journal 49, 3–21.

Introduction to PNAS special issue on evolutionary models of financial markets

2021
Levin, Simon A., Andrew W. Lo (2021), Introduction to PNAS special issue on evolutionary models of financial markets, PNAS 118 (26), 1-5.

The origin of cooperation

2021
Koduri, Nihal, Andrew W. Lo (2021), The origin of cooperation, PNAS 118 (26), 1-7.

Patterns of Multimorbidity

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

Accelerating glioblastoma therapeutics via venture philanthropy

2021
Siah, Kien Wei, Qingyang Xu, Kirk Tanner, Olga Futer, John J. Frishkopf, and Andrew W. Lo (2021), Accelerating glioblastoma therapeutics via venture philanthropy, Drug Discovery Today, In Press, https://doi.org/10.1016/j.drudis.2021.03.020.