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Research


Estimating the NIH Efficient Frontier

2012
Bisias, Dimitrios, Andrew W. Lo, and James F. Watkins (2012), Estimating the NIH Efficient Frontier, PLoS ONE 7 (5), e34569.

Finance is in Need of a Technological Revolution

2012
Lo, Andrew W. (2012), Finance is in Need of a Technological Revolution, Financial Times, August 27.

Adaptive Markets and the New World Order

2012
Lo, Andrew W. (2012), Adaptive Markets and the New World Order, Financial Analysts Journal 68 (2), 18–29.

An Evolutionary Model of Bounded Rationality and Intelligence

2012
Brennan, Thomas J., and Andrew W. Lo (2012), An Evolutionary Model of Bounded Rationality and Intelligence, PLoS ONE 7 (11), e50310.

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

2012
Lo, Andrew W. (2012), Reading about the Financial Crisis: A Twenty-One-Book Review, Journal of Economic Literature 50 (1), 151–178.

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

2012
Billio, Monica, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon (2012), Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors, Journal of Financial Economics 104 (3), 535–559.

Privacy-Preserving Methods for Sharing Financial Risk Exposures

2012
Abbe, Emmanuel A., Amir E. Khandani, and Andrew W. Lo (2012), Privacy-Preserving Methods for Sharing Financial Risk Exposures, American Economic Review 102 (3), 65–70.

The FTSE StableRisk Indices

2011
Chafkin, Jeremiah H., Andrew W. Lo, and Robert W. Sinnott (2011), The FTSE StableRisk Indices, Journal of Index Investing 2 (2), 12–35.

Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices

2011
Healy, Alexander D., and Andrew W. Lo (2011), Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices, In The Handbook of News Analytics in Finance, edited by Gautam Mitra and Leela Mitra, 73–108.

A Computational View of Market Efficiency

2011
Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2011), A Computational View of Market Efficiency, Quantitative Finance 11 (7), 1043–1050.

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