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Research


Hedge Fund Holdings and Stock Market Efficiency

2017
Cao, Charles, Bing Liang, Andrew W. Lo, and Lubomir Petrasek (2018), Hedge Fund Holdings and Stock Market Efficiency, Review of Asset Pricing Studies 8 (1), 77–116.

What Can Mother Nature Teach Us About Managing Financial Systems?

2016
Levin, Simon, and Andrew W. Lo (2016), What Can Mother Nature Teach Us About Managing Financial Systems, The Christian Science Monitor, August 22.

What Is An Index?

2016
Lo, Andrew W. (2016), What Is an Index?, Journal of Portfolio Management 42 (2), 21–36.

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

2016
Lo, Andrew W. (2016), The Gordon Gekko Effect: The Role of Culture in the Financial Industry, FRBNY Economic Policy Review 22 (1), 17–42.

The Wisdom of Crowds Vs. the Madness of Mobs

2015
Lo, Andrew W. (2015), The Wisdom of Crowds vs. the Madness of Mobs, In Handbook of Collective Intelligence, edited by Thomas W. Malone and Michael S. Bernstein, 21–38.

Macroeconomic Modeling and Financial Stability: Lessons from the Crisis

2014
Lo, Andrew W. (2014), Macroeconomic Modeling and Financial Stability: Lessons from the Crisis, Banking Perspective 2, 22–31.

The Origin of Risk Aversion

2014
Zhang, Ruixun, Thomas J. Brennan, and Andrew W. Lo (2014), The Origin of Risk Aversion, Proceedings of the National Academy of Sciences 111 (50), 17777–17782.

Dynamic Loss Probabilities and Implications for Financial Regulation

2014
Brennan, Thomas J., and Andrew W. Lo (2014), Dynamic Loss Probabilities and Implications for Financial Regulation, Yale Journal on Regulation 31 (3), 667–694.

Group Selection as Behavioral Adaptation to Systematic Risk

2014
Zhang, Ruixun, Thomas J. Brennan, and Andrew W. Lo (2014), Group Selection as Behavioral Adaptation to Systematic Risk, PLoS ONE 9 (10), e110848.

When Do Stop-Loss Rules Stop Losses?

2014
Kaminski, Kathryn M., and Andrew W. Lo (2014), When Do Stop-Loss Rules Stop Losses?, Journal of Financial Markets 18 (1), 234–254.

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