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Research


The FTSE StableRisk Indices

2011
Journal of Index Investing 2(2011), 12–35.
Jeremiah Chafkin and Robert Sinnott

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices

2011
The Handbook of News Analytics in Finance
Alexander D. Healy

A Computational View of Market Efficiency

2011
Quantitative Finance 7, 1043-1050
Jasmina Hasanhodzic and Emanuele Viola

Reading About the Financial Crisis: A Twenty-One-Book Review

2011

Measuring Systemic Risk in the Finance and Insurance Sectors

2011
Monica Billio, Mila Getmansky, and Loriana Pelizzon

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data

2011
Journal of Financial Markets 14 (2011), 1-46.
Amir Khandani

The National Transportation Safety Board: A Model for Systemic Risk Management

2011
Journal of Investment Management 9 (2011), 17-49.
Eric Fielding and Jian Helen Yang

Security Trading of Concepts (STOC)

2011
Journal of Marketing Research, 48 (2011), 497-517.
Ely Dahan, Adlar J. Kim, Tomaso Poggio, and Nicholas T. Chan

The Origin of Behavior

2011
Quarterly Journal of Finance 1 (2011), 55-108.
Thomas Brennan

Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios

2011
Quarterly Journal of Finance 1 (2011), 1-59.
Amir Khandani

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