Publications

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.

A Portfolio Approach to Accelerate Therapeutic Innovation in Ovarian Cancer

2019
Chaudhuri, Shomesh E., Katherine Cheng, Andrew W. Lo, Shirley Pepke, Sergio Rinaudo, Lynda Roman, and Ryan Spencer (2019), A Portfolio Approach to Accelerate Therapeutic Innovation in Ovarian Cancer, Journal of Investment Management 17 (2), 5–16.

Annals Issue in Honor of Jerry A. Hausman

2019
Aït-Sahalia, Yacine, Andrew W. Lo, and Whitney K. Newey (2019), Annals Issue in Honor of Jerry Hausman: Editors’ Introduction, Journal of Econometrics 211 (1), 1–3.

Machine Learning with Statistical Imputation for Predicting Drug Approvals

2019
Lo, Andrew W., Kien Wei Siah, and Chi Heem Wong (2019), Machine Learning with Statistical Imputation for Predicting Drug Approval, Harvard Data Science Review 1 (1).

Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC

2019
Das, Sonya, Samuel Huang, and Andrew W. Lo (2019), Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC, Drug Discovery Today 24 (3), 678–684.

Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons

2019
Chaudhuri, Shomesh E., and Andrew W. Lo (2019), Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons, Management Science 65 (9), 4440–4450.

Estimation of Clinical Trial Success Rates and Related Parameters

2019
Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo (2019), Estimation of Clinical Trial Success Rates and Related Parameters, Biostatistics 20 (2), 273–286. https://doi.org/10.1093/biostatistics/kxx069.

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

2019
Isakov, Leah, Andrew W. Lo, and Vahid Montazerhodjat (2019), Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design, Journal of Econometrics 211 (1), 117–136.

On Black’s Leverage Effect in Firms with No Leverage

2019
Hasanhodzic, Jasmina, and Andrew W. Lo (2019), On Black’s Leverage Effect in Firms with No Leverage, Journal of Portfolio Management 46 (1), 106–122.

What Do Humans Perceive in Asset Returns?

2019
Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2019), What Do Humans Perceive in Asset Returns?, Journal of Portfolio Management 45 (4), 49–60.
Jasmina Hasanhodzic and Emanuele Viola

Optimal Financing for R&D-Intensive Firms

2018
Thakor, Richard T. and Andrew W. Lo (2018), Optimal Financing for R&D-Intensive Firms, Working Paper.

Competition and R&D Financing: Evidence from the Biopharmaceutical Industry

2018
Thakor, Richard T., and Andrew W. Lo (2018), Competition and R&D Financing: Evidence from the Biopharmaceutical Industry, Working Paper.

Biological Economics

2018
Lo, Andrew W., and Ruixun Zhang (2018), Biological Economics, edited volume, Edward Elgar Publishing.