Publications

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.

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.

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.

Securities Trading of Concepts (STOC)

2011
Dahan, Ely, Adlar J. Kim, Andrew W. Lo, Tomaso Poggio, and Nicholas Chan (2011), Securities Trading of Concepts (STOC), Journal of Marketing Research 48 (3), 497–517.

Consumer Credit Risk Models via Machine-Learning Algorithms

2010
Khandani, Amir E., Adlar J. Kim, and Andrew W. Lo (2010), Consumer Credit-Risk Models via Machine-Learning Algorithms, Journal of Banking & Finance 34 (11), 2767–2787.

Personal Indexes

2001
Lo, Andrew W. (2001), Personal Indexes, Journal of Indexes, 2nd Quarter, 26–35.

Computational Challenges in Portfolio Management

2001
Haugh, Martin B., and Andrew W. Lo (2001), Computational Challenges in Portfolio Management, Computing in Science & Engineering 3 (3), 54–59.

Finance: A Selective Survey

2001
Lo, Andrew W. (2001), Finance: A Selective Survey, In Statistics in the 21st Century, edited by Adrian E. Raftery, Martin A. Tanner, and Martin T. Wells, 102–114.

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

2000
Lo, Andrew W., Harry Mamaysky, and Jiang Wang (2000), Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, Journal of Finance 55 (4), 1705–1765.

Data-Snooping Biases in Financial Analysis

1994
Lo, Andrew W. (1994), Data-Snooping Biases in Financial Analysis, In Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 59–66.

Data Snooping Biases in Tests of Financial Asset Pricing Models

1990
Lo, Andrew W., and A. Craig MacKinlay (1990), Data-Snooping Biases in Tests of Financial Asset Pricing Models, Review of Financial Studies 3 (3), 431–467.