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Research


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.

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