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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.

All the News that’s Fit to Print

2018
Lo, Andrew W. (2018), All the News that’s Fit to Print, RISK, October 25.

Is Smaller Better? A Proposal to Use Bacteria for Neuroscientific Modeling

2018
Ram, Archana, and Andrew W. Lo (2018), Is Smaller Better? A Proposal to Use Bacteria for Neuroscientific Modeling, Frontiers in Computational Neuroscience 12 (7).

Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments

2018
Brennan, Thomas J., Andrew W. Lo, and Ruixun Zhang (2018), Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments, Quarterly Journal of Finance 8 (3), 55–108.

Adaptive Markets

2017
Lo, Andrew W. (2017), Adaptive Markets: Financial Evolution at the Speed of Thought, Princeton University Press.

This is Your Brain on Stocks

2017
Lo, Andrew W. (2017), This is Your Brain on Stocks, MarketWatch, June 3.

The Growth of Relative Wealth and the Kelly Criterion

2017
Lo, Andrew W., H. Allen Orr, and Ruixun Zhang (2018), The Growth of Relative Wealth and the Kelly Criterion, Journal of Bioeconomics 20 (1), 49–67.

Stop-loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs

2017
Lo, Andrew W., and Alexander Remorov (2017), Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs, Journal of Financial Markets 34, 1–15.

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