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Research


Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

2015
Chaudhuri, Shomesh E., and Andrew W. Lo (2015), Spectral Analysis of Stock-Return Volatility, Correlation, and Beta, 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), 232–236.

Megafunding Drug Research

2015
Jung, Edward, and Andrew W. Lo (2015), Megafunding Drug Research, Project Syndicate, December 9.

Opinion: A New Approach to Financial Regulation

2015
Levin, Simon A., and Andrew W. Lo (2015), Opinion: A New Approach to Financial Regulation, Proceedings of the National Academy of Sciences 112 (41), 12543–12544.

FAQs for Megafund Financing

2015
Fernandez, Jose-Maria, Roger M. Stein, and Andrew W. Lo (2015), FAQs for Megafund Financing.

Law Is Code: A Software Engineering Approach to Analyzing the United States Code

2015
Li, William, Pablo D. Azar, David Larochelle, Phil Hill, and Andrew W. Lo (2015), Law Is Code: A Software Engineering Approach to Analyzing the United States Code, Journal of Business & Technology Law 10 (2), 297–374.

Reply to “(Im)Possible Frontiers: A Comment”

2015
Brennan, Thomas J., and Andrew W. Lo (2015), Reply to "(Im)Possible Frontiers: A Comment," Critical Finance Review 4 (1), 157–171.

Funding Translational Medicine via Public Markets: The Business Development Company

2015
Forman, Sandra M., Andrew W. Lo, Monica Shilling, and Grace K. Sweeney (2015), Funding Translational Medicine via Public Markets: The Business Development Company, Journal of Investment Management 13 (4), 9–32.

Hedge Funds: A Dynamic Industry In Transition

2015
Getmansky, Mila, Peter A. Lee, and Andrew W. Lo (2015), Hedge Funds: A Dynamic Industry in Transition, Annual Review of Financial Economics 7 (1), 483–577.

Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio

2015
Fagnan, David E., N. Nora Yang, John C. McKew, and Andrew W. Lo (2015), Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio, Science Translational Medicine 7 (276), 276ps3.

Macroeconomic Modeling and Financial Stability: Lessons from the Crisis

2014
Lo, Andrew W. (2014), Macroeconomic Modeling and Financial Stability: Lessons from the Crisis, Banking Perspective 2, 22–31.

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