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Research


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.

When Do Stop-Loss Rules Stop Losses?

2014
Kaminski, Kathryn M., and Andrew W. Lo (2014), When Do Stop-Loss Rules Stop Losses?, Journal of Financial Markets 18 (1), 234–254.

Quantifying Systemic Risk

2013
Haubrich, Joseph G., and Andrew W. Lo (2013), Quantifying Systemic Risk, edited volume, University of Chicago Press.

Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

2013
Lo, Andrew W. (2013), Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective, In Handbook of Systemic Risk, edited by Jean-Pierre Fouque and Joseph A. Langsam, 622–662.

Can Hedge Funds Time Market Liquidity?

2013
Cao, Charles, Yong Chen, Bing Liang, and Andrew W. Lo (2013), Can Hedge Funds Time Market Liquidity?, Journal of Financial Economics 109 (2), 493–516.

Learning Connections in Financial Time Series

2013
Ganeshapillai, Gartheeban, John Guttag, and Andrew W. Lo (2013), Learning Connections in Financial Time Series, Proceedings of the 30th International Conference on Machine Learning, in PMLR 28 (2), 109–117.

The Origin of Bounded Rationality and Intelligence

2013
Lo, Andrew W. (2013), The Origin of Bounded Rationality and Intelligence, Proceedings of the American Philosophical Society 157 (3), 269–280.

On a New Approach for Analyzing and Managing Macrofinancial Risks

2013
Merton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon (2013), On a New Approach for Analyzing and Managing Macrofinancial Risks, Financial Analysts Journal 69 (2), 22–33.

Can Financial Engineering Cure Cancer?

2013
Fagnan, David E., Jose-Maria Fernandez, Andrew W. Lo, and Roger M. Stein (2013), Can Financial Engineering Cure Cancer?, American Economic Review 103 (3), 406–411.

© 2020 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.