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Research


Why Animal Spirits Can Cause Markets to Break Down

2009
Lo, Andrew W. (2009), Why Animal Spirits Can Cause Markets to Break Down, Financial Times, July 21.

When the Wisdom of Crowds Becomes the Madness of Mobs

2009
Insight: When the Wisdom of Crowds Becomes the Madness of Mobs, Financial Times, September 30.

Radical Reform of Executive Pay

2009
Lo, Andrew W. (2009), Radical Reform of Executive Pay, Freakonomics Blog, October 9.

Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints

2009
Healy, Alexander D., and Andrew W. Lo (2009), Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints, Journal of Investment Management 7 (3), 1–20.

Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

2009
Lo, Andrew W. (2009), Regulatory Reform in the Wake of the Financial Crisis of 2007-2008, Journal of Financial Economic Policy 1 (1), 4–43.

MIT Roundtable on Corporate Risk Management

2008
Lewent, Judy, Donald Lessard, Andrew W. Lo and Lakshmi Shyam-Sunder (2008), MIT Roundtable on Corporate Risk Management, Journal of Applied Corporate Finance 20 (4), 20–38.

Efficient Markets Hypothesis

2008
Lo, Andrew W. (2008), Efficient Markets Hypothesis, In The New Palgrave Dictionary of Economics, 2nd edition, edited by Steven N. Durlauf and Lawrence E. Blume, 1678–1690.

Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management

2008
Lo, Andrew W. (2008), Where Do Alphas Come From?: A Measure of the Value of Active Investment Management, Journal of Investment Management 6 (3), 6–34.

130/30: The New Long-Only

2008
Lo, Andrew W., and Pankaj N. Patel (2008), 130/30: The New Long-Only, Journal of Portfolio Management 34 (2), 12–38.

International Library of Financial Econometrics, Volumes I – V

2007
Lo, Andrew W. (2007), The International Library of Financial Econometrics Series, Volumes 1–5, edited volumes, Edward Elgar Publishing.

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