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Research


On Black’s Leverage Effect in Firms with No Leverage

2019
Hasanhodzic, Jasmina, and Andrew W. Lo (2019), On Black’s Leverage Effect in Firms with No Leverage, Journal of Portfolio Management 46 (1), 106–122.

What Do Humans Perceive in Asset Returns?

2019
Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2019), What Do Humans Perceive in Asset Returns?, Journal of Portfolio Management 45 (4), 49–60.
Jasmina Hasanhodzic and Emanuele Viola

Biological Economics

2018
Lo, Andrew W., and Ruixun Zhang (2018), Biological Economics, edited volume, Edward Elgar Publishing.

Alzheimer’s Disease is About to Become a Crisis. Here’s How California Could Lead

2018
Kosik, Kenneth S., and Andrew W. Lo (2018). Alzheimer’s Disease is About to Become a Crisis. Here’s how California Could Lead, Sacramento Bee, May 22.

The Visible Hand: A Review of The Guidance of an Enterprise Economy

2018
Lo, Andrew W. (2018), The Visible Hand: A Review of The Guidance of an Enterprise Economy by Martin Shubik and Eric Smith, Accounting, Economics, and Law: A Convivium 9 (3), 592.

If Liberal Democracies Can Resist the Urge to Micromanage the Economy, Big Data Could Catalyze a New Capitalism

2018
Lo, Andrew W. (2018), If Liberal Democracies Can Resist the Urge to Micromanage the Economy, Big Data Could Catalyze a New Capitalism, Science 359 (6376), 644.

If Regulations Don’t Bend, They’ll Break

2018
Lo, Andrew W. (2018), If Regulations Don’t Bend, They’ll Break, RISK, July 2.

Why Robo-Advisors Need Artificial Stupidity

2018
Lo, Andrew W. (2018), Why Robo-Advisors Need Artificial Stupidity, RISK, July 20.

Financial Risks Don’t Go on Holiday

2018
Lo, Andrew W. (2018), Financial Risks Don’t Go on Holiday, RISK, August 20.

Cryptocurrencies: King’s Ransom or Fool’s Gold?

2018
Lo, Andrew W. (2018), Cryptocurrencies: King’s Ransom or Fool’s Gold?, RISK, October 2.

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