Publications

Optimal Impact Portfolios with General Dependence and Marginals (Working Paper)

2022
Lo, Andrew W. , Lan Wu, Ruixun Zhang, and Chaoyi Zhao (2022), Optimal Impact Portfolios with General Dependence and Marginals, Working Paper.

Differentiated dollars

2022
Alvarez, Daniel L., Lo and Andrew W. Lo (2022), Differentiated dollars, Nature Biotechnology, 1546-1696.

Quantifying the Impact of Impact Investing (Working Paper)

2021
Lo, Andrew W., and Ruixun Zhang (2021), Quantifying the Impact of Impact Investing, Working Paper.

The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds (Working Paper)

2021
Lo, Andrew W., Egor Matveyev, and Stefan Zeume (2021), The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds, Working Paper.