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Research


On Black’s Leverage Effect in Firms with No Leverage

2018
to appear in Journal of Portfolio Management
Jasmina Hasanhodzic

The Growth of Relative Wealth and the Kelly Criterion

2017
Journal of Bioeconomics April 2018, Volume 20, Issue 1, pp 49–67
H. Allen Orr and Ruixun Zhang

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

2017
Journal of Financial Markets 34 (2017) 1–15
Alexander Remorov

The Gordon Gekko Effect: The Role of Culture in the Financial Industry

2016

The Wisdom of Crowds vs. the Madness of Mobs

2015

Macroeconomic Modeling and Financial Stability: Lessons from the Crisis

2014

The Origin of Risk Aversion

2014
Proceedings of the National Academy of Sciences 111(2014), 17777–17782.
Ruixun Zhang, Thomas J. Brennan

Group Selection as Behavioral Adaptation to Systematic Risk

2014
PLOS One 9 (2014)
Ruixun Zhang, Thomas J. Brennan

When Do Stop-Loss Rules Stop Losses?

2014
Journal of Financial Markets 18 (2014), 234-254.
Kathryn M. Kaminski

Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

2013

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