Publications

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.

Dealing with Femtorisks in International Relations

2014
Frank, Aaron Benjamin, Margaret Goud Collins, Simon A. Levin, Andrew W. Lo, Joshua Ramo, Ulf Dieckmann, Victor Kremenyuk, Arkady Kryazhimskiy, Joanne Linnerooth-Bayer, Ben Ramalingam, J. Stapleton Roy, Donald G. Saari, Stefan Thurner, and Detlof von Winterfeldt (2014), Dealing with Femtorisks in International Relations, Proceedings of the National Academy of Sciences 111 (49), 17356–17362.

Hedge Fund Beta Replication: A Five-Year Retrospective

2014
Lee, Peter A., and Andrew W. Lo (2014), Hedge Fund Beta Replication: A Five-Year Retrospective, Journal of Investment Management 12 (3), 5–18.

Financing Drug Discovery for Orphan Diseases

2014
Fagnan, David E., Austin A. Gromatzky, Roger M. Stein, Jose-Maria Fernandez, and Andrew W. Lo (2014), Financing Drug Discovery for Orphan Diseases, Drug Discovery Today 19 (5), 533–538.

Wall Street’s Next Bet: Cures for Rare Diseases

2014
Lo, Andrew W. (2014), Wall Street’s Next Bet: Cures for Rare Diseases, Fortune, January 21.

New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc.

2014
Lo, Andrew W., and Sourya V. Naraharisetti (2014), New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc., Journal of Investment Management 12 (1), 4–19.

Financial Orphan Therapies Looking for Adoption

2014
Sukhatme, Vikas, Kathy Fang, Andrew W. Lo, and Vidula Sukhatme (2014), Financial Orphan Therapies Looking for Adoption, Health Affairs Blog, March 6.

Unintended Consequences of Expensive Cancer Therapeutics The Pursuit of Marginal Indications and a Me-Too Mentality That Stifles Innovation and Creativity

2014
Fojo, Tito, Sham Mailankody, and Andrew W. Lo (2014), Unintended Consequences of Expensive Cancer Therapeutics - The Pursuit of Marginal Indications and a Me-Too Mentality That Stifles Innovation and Creativity: The John Conley Lecture, JAMA Otolaryngology - Head and Neck Surgery 140 (12), 1225–1236.

The Origin of Risk Aversion

2014
Zhang, Ruixun, Thomas J. Brennan, and Andrew W. Lo (2014), The Origin of Risk Aversion, Proceedings of the National Academy of Sciences 111 (50), 17777–17782.

Dynamic Loss Probabilities and Implications for Financial Regulation

2014
Brennan, Thomas J., and Andrew W. Lo (2014), Dynamic Loss Probabilities and Implications for Financial Regulation, Yale Journal on Regulation 31 (3), 667–694.

Group Selection as Behavioral Adaptation to Systematic Risk

2014
Zhang, Ruixun, Thomas J. Brennan, and Andrew W. Lo (2014), Group Selection as Behavioral Adaptation to Systematic Risk, PLoS ONE 9 (10), e110848.

Parallel Discovery of Alzheimers Therapeutics

2014
Lo, Andrew W., Carole Ho, Jayna Cummings, and Kenneth S. Kosik (2014), Parallel Discovery of Alzheimer’s Therapeutics, Science Translational Medicine 6 (241), 241cm5.