Publications

Algorithmic Models of Investor Behavior

2021
Lo, Andrew W., and Alexander Remorov (2021), Algorithmic Models of Investor Behavior, Journal of Systematic Investing 1 (1), 1-29.

Parkinson’s Patients’ Tolerance for Risk and Willingness to Wait for Potential Benefits of Novel Neurostimulation Devices: A Patient-Centered Threshold Technique Study

2021
Hauber, Brett, Brennan Mange, Mo Zhou, Shomesh Chaudhuri, Heather L. Benz, Brittany Caldwell, John P. Ruiz, Anindita Saha, Martin Ho, Stephanie Christopher, Dawn Bardot, Margaret Sheehan, Anne Donnelly, Lauren McLaughlin, Katrina Gwinn, Andrew Lo, and Murray Sheldon (2021), Parkinson's Patients' Tolerance for Risk and Willingness to Wait for Potential Benefits of Novel Neurostimulation Devices: A Patient-Centered Threshold Technique Study, MDM Policy & Practice 6 (1), https://doi.org/10.1177/2381468320978407.

A Brain Capital Grand Strategy: Toward Economic Reimagination

2021
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 (2021), A Brain Capital Grand Strategy: Toward Economic Reimagination, Molecular Psychiatry 26, 3–22.

World of EdCraft: Challenges and Opportunities in Synchronous Online Teaching

2021
Lo, Andrew W., Brian Stevens, Sean Willems (2021), World of EdCraft: Challenges and Opportunities in Synchronous Online Teaching, Working Paper.

Financing Correlated Drug Development Projects

2021
Lo, Andrew W., and Kien Wei Siah (2021), Financing Correlated Drug Development Projects, Journal of Structured Finance 27 (1), 17–34, https://doi.org/10.3905/jsf.2020.1.114 .

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.

Robert C. Merton: The First Financial Engineer

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

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.

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.

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 2 (3), https://doi.org/10.1162/99608f92.b4bb506a.

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).

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, https://doi.org/10.1162/99608f92.7656c213.

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.

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.