Publications

A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates

2020
Berry, Donald, Scott Berry, Peter Hale, Leah Isakov, Andrew W. Lo, Kien Wei Siah, Chi Heem Wong (2020), A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates, PLoS ONE 15(12): e0244418. https://doi.org/10.1371/journal.pone.0244418 .

Robert C. Merton: The First Financial Engineer

2020
Lo, Andrew W., Robert C. Merton: The First Financial Engineer, Annual Reviews 12, 1-18.

Financially Adaptive Clinical Trials via Option Pricing Analysis

2020
Chaudhuri, Shomesh E. and Andrew W. Lo (2020),Financially adaptive clinical trials via option pricing analysis, Journal of Econometrics , 1-11.

Estimating the Financial Impact of Gene Therapy

2020
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.

A Brain Capital Grand Strategy: Toward Economic Reimagination

2020
Smith, Erin, Diab Ali, Bill Wilkerson, Walter D. Dawson, Kunmi Sobowale, Charles Reynolds III, Michael Berk, Helen Lavretsky, Dilip Jeste, Chee Ng, Jair C. Soares, Gowri Aragam, Zoe Wainer, Husseini K. Manji, Julio Licinio, Andrew W. Lo, Eric Storch, Ernestine Fu, Marion Leboyer, Ioannis Tarnanas, Agustin Ibanez, Facundo Manes, Sarah Caddick, Howard Fillit, Ryan Abbott, Ian H. Robertson, Sandra B. Chapman, Rhoda Au, Cara M. Altimus, William Hynes, Patrick Brannelly, Jeffrey Cummings, and Harris A. Eyre (2020), A Brain Capital Grand Strategy: Toward Economic Reimagination, Molecular Psychiatry, https://doi.org/10.1038/s41380-020-00918-w.

SCRAM: A Platform for Securely Measuring Cyber Risk

2020
de Castro, Leo, Andrew W. Lo, Taylor Reynolds, Fransisca Susan, Vinod Vaikuntanathan, Daniel Weitzner, and Nicolas Zhang (2020), SCRAM: A Platform for Securely Measuring Cyber Risk, Harvard Data Science Review, https://doi.org/10.1162/99608f92.b4bb506a.

Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis

2020
Lo, Andrew W., Alexander Remorov, and Zied Ben Chaouch (2020), Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis, Journal of Investment Management 18 (3), 5-50.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

2020
Dou, Winston W., Andrew W. Lo, Ameya Muley, and Harald Uhlig (2020), Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective, Annual Review of Financial Economics 12, 95-140.

Macro-Finance Models with Nonlinear Dynamics

2020
Dou, Winston, Xiang Fang, Andrew W. Lo, and Harald Uhlig (2020), Macro-Finance Models with Nonlinear Dynamics, Working Paper.

Financing Correlated Drug Development Projects

2020
Lo, Andrew W., and Kien Wei Siah (2020), Financing Correlated Drug Development Projects, Journal of Structured Finance, https://doi.org/10.3905/jsf.2020.1.114 .

Spectral Factor Models

2020
Bandi, Federico Maria and Chaudhuri, Shomesh and Lo, Andrew W. and Tamoni, Andrea, Spectral Factor Models (2020), Spectral Factor Models, Journal of Financial Economics, forthcoming.

An Empirical Evaluation of Tax-Loss-Harvesting Alpha

2020
Chaudhuri, Shomesh, Terence C. Burnham and Andrew W. Lo (2020), An Empirical Evaluation of Tax-Loss-Harvesting Alpha, Financial Analysts Journal 76 (3) 99-108.

The Challenging Economics of Vaccine Development in the Age of COVID-19, and What Can Be Done About It

2020
Vu, Jonathan, Ben Kaplan, Shomesh E. Chaudhuri, Monique Mansoura, and Andrew W. Lo (2020), The Challenging Economics of Vaccine Development in the Age of COVID-19, and What Can Be Done About It, DIA Global Forum 12 (5).

Financing Vaccines for Global Health Security

2020
Vu, Jonathan, Ben Kaplan, Shomesh E. Chaudhuri, Monique Mansoura, and Andrew W. Lo (2020), Financing Vaccines for Global Health Security, Working Paper.

Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics During Epidemic Outbreaks

2020
Chaudhuri, Shomesh, Andrew W. Lo, Xiao, Danyang, and Xu, Qingyang (2020), Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics During Epidemic Outbreaks, Harvard Data Science Review.