Publications

Spectral Factor Models

2020
Bandi, Federico Maria and Chaudhuri, Shomesh and Lo, Andrew W. and Tamoni, Andrea, Spectral Factor Models (2020), Spectral Factor Models, Working Paper.

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."

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.

Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs

2020
Lo, Andrew W., Kien Wei Siah, and Chi Heem Wong (2020), Estimating Probabilities of Success of Clinical Trials for Vaccines and Other Anti‐Infective Therapeutics, Harvard Data Science Review.

Fair and Responsible Drug Pricing: A Case Study of Radius Health and Abaloparatide

2020
Xu, Qingyang, and Andrew W. Lo (2020), Fair and Responsible Drug Pricing: A Case Study of Radius Health and abaloparatide, Journal of Investment Management 18 (1), 90-98.

Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation

2019
Kim, Esther, and Andrew W. Lo (2019), Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation, April 23.

Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer

2019
Siah, Kien Wei, Sean Khozin, Chi Heem Wong, and Andrew W. Lo (2019), Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer, JCO Clinical Cancer Informatics 3, 1–11.

Why Artificial Intelligence May Not Be As Useful or As Challenging As Artificial Stupidity

2019
Lo, Andrew W. (2019), Why Artificial Intelligence May Not Be As Useful or As Challenging As Artificial Stupidity, Harvard Data Science Review 1 (1).

Funding Long Shots

2019
Hull, John, Andrew W. Lo, and Roger M. Stein (2019), Funding Long Shots, Journal of Investment Management 17 (4), 1–33.

Adaptive Platform Trials: Definition, Design, Conduct and Reporting Considerations

2019
Angus, Derek C., Brian M. Alexander, Scott Berry, et. al. (2019), Adaptive Platform Trials: Definition, Design, Conduct and Reporting Considerations, Nature Reviews Drug Discovery 18 (10), 797–807.

What Are the Chances of Getting a Cancer Drug Approved?

2019
Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo (2019), What Are the Chances of Getting a Cancer Drug Approved?, DIA Global Forum, May.

Bridging the Valley of Death Through Financial Innovation

2019

Risk and Reward in the Orphan Drug Industry

2019
Lo, Andrew W., and Richard T. Thakor (2019), Risk and Reward in the Orphan Drug Industry, Journal of Portfolio Management 45 (5), 30–45.