Publications

The Gordon Gekko Effect: The Role of Culture in the Financial Industry

2016
Lo, Andrew W. (2016), The Gordon Gekko Effect: The Role of Culture in the Financial Industry, FRBNY Economic Policy Review 22 (1), 17–42.

Where to From Here?

2015
Lo, Andrew W. (2015), Where To From Here?: Financial Regulation 2.0, In The New International Financial System: Analyzing the Cumulative Impact of Regulatory Reform, 569–577.

The Wisdom of Crowds Vs. the Madness of Mobs

2015
Lo, Andrew W. (2015), The Wisdom of Crowds vs. the Madness of Mobs, In Handbook of Collective Intelligence, edited by Thomas W. Malone and Michael S. Bernstein, 21–38.

Portfolio Theory

2015
Brennan, Thomas J., Andrew W. Lo, and Tri-Dung Nguyen (2015), Portfolio Theory, In The Princeton Companion to Applied Mathematics, edited by Nicholas J. Higham, 648–658.

Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

2015
Chaudhuri, Shomesh E., and Andrew W. Lo (2015), Spectral Analysis of Stock-Return Volatility, Correlation, and Beta, 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), 232–236.

Megafunding Drug Research

2015
Jung, Edward, and Andrew W. Lo (2015), Megafunding Drug Research, Project Syndicate, December 9.

Opinion: A New Approach to Financial Regulation

2015
Levin, Simon A., and Andrew W. Lo (2015), Opinion: A New Approach to Financial Regulation, Proceedings of the National Academy of Sciences 112 (41), 12543–12544.

FAQs for Megafund Financing

2015
Fernandez, Jose-Maria, Roger M. Stein, and Andrew W. Lo (2015), FAQs for Megafund Financing.

Law Is Code: A Software Engineering Approach to Analyzing the United States Code

2015
Li, William, Pablo D. Azar, David Larochelle, Phil Hill, and Andrew W. Lo (2015), Law Is Code: A Software Engineering Approach to Analyzing the United States Code, Journal of Business & Technology Law 10 (2), 297–374.

Reply to “(Im)Possible Frontiers: A Comment”

2015
Brennan, Thomas J., and Andrew W. Lo (2015), Reply to "(Im)Possible Frontiers: A Comment," Critical Finance Review 4 (1), 157–171.

Funding Translational Medicine via Public Markets: The Business Development Company

2015
Forman, Sandra M., Andrew W. Lo, Monica Shilling, and Grace K. Sweeney (2015), Funding Translational Medicine via Public Markets: The Business Development Company, Journal of Investment Management 13 (4), 9–32.

Hedge Funds: A Dynamic Industry In Transition

2015
Getmansky, Mila, Peter A. Lee, and Andrew W. Lo (2015), Hedge Funds: A Dynamic Industry in Transition, Annual Review of Financial Economics 7 (1), 483–577.

Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio

2015
Fagnan, David E., N. Nora Yang, John C. McKew, and Andrew W. Lo (2015), Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio, Science Translational Medicine 7 (276), 276ps3.

Macroeconomic Modeling and Financial Stability: Lessons from the Crisis

2014
Lo, Andrew W. (2014), Macroeconomic Modeling and Financial Stability: Lessons from the Crisis, Banking Perspective 2, 22–31.

To Cure Cancer, Provide a Profit Motive

2014
Lo, Andrew W., and Roger M. Stein (2014), To Cure Cancer, A Profit Motive, Scientific American SA Forum, March 26.