Publications

Measuring and Optimizing the Risk and Reward of Green Portfolios

2022
Lo, Andrew W., Ruixun Zhang, and Chaoyi Zhao (2022), Measuring and Optimizing the Risk and Reward of Green Portfolios, The Journal of Impact and ESG Investing 3 (2), 55-99.

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

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

Financing Biomedical Innovation

2022
Lo, Andrew W., Richard Thakor (2022), Financing Biomedical Innovation, Annual Reviews 14, 231-270.

Debiasing Probability of Success Estimates for Clinical Trials

2022
Chaudhuri, Shomesh, Joonhyuk Cho, Andrew W. Lo, Manish Singh, and Chi Heem Wong, Unpublished paper.

The reaction of sponsor stock prices to clinical trial outcomes: An event study analysis

2022
Singh, Manish, Roland Rocafort, Cathy Cai, Kien Wei Siah, Andrew W. Lo (2022), The reaction of sponsor stock prices to clinical trial outcomes: An event study analysis, PLoS ONE 17(9).

The Wisdom of Crowds Versus the Madness of Mobs: An Evolutionary Model of Bias, Polarization, and Other Challenges to Collective Intelligence

2022
Lo, Andrew W., Ruixun Zhang (2022), The Wisdom of Crowds Versus the Madness of Mobs: An Evolutionary Model of Bias, Polarization, and Other Challenges to Collective Intelligence, Collective Intelligence, 1- 22.

An Artificial Intelligence-Based Industry Peer Grouping System

2022
Bonne, George, Andrew W. Lo, Abilash Prabhakaran, Kien Wei Siah, Manish Singh, Xinxin Wang, Peter Zangari, and Howard Zhang (2022), An Artificial Intelligence-Based Industry Peer Grouping System, The Journal of Financial Data Science 4 (2), 1-3.

Should We Allocate More COVID-19 Vaccine Doses to Non-vaccinated Individuals?

2022
Ben Chaouch, Zied, Andrew W. Lo, Chi Heem Wong (2022), Should we allocate more COVID-19 vaccine doses to non-vaccinated individuals?, PLOS Glob Public Health 2(7): e0000498.

Hamilton’s Rule in Economic Decision-Making

2022
Levy, Moshe, Andrew W. Lo, (2022), Hamilton’s Rule in Economic Decision-Making, PNAS Vol. 119 (16), 1-5.

Real-time Extended Psychophysiological Analysis of Financial Risk Processing

2022
Singh, Manish , Qingyang Xu, Sarah Wang, Tinah Hong, Mohammed Ghassemi, Andrew W. Lo (2022) Real-time Extended Psychophysiological Analysis of Financial Risk Processing, PLoS ONE 17(7): e0

Multimorbidity and mortality: A data science perspective

2022
Siah, Kien Wei, Chi Heem Wong, Jerry Gupta, Andrew W. Lo (2022), Multimorbidity and mortality: A data science perspective, Journal of Multimorbidity and Comorbidity 12, 1-20.

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.