Publications


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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.

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

2013
Lo, Andrew W. (2013), Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective, In Handbook of Systemic Risk, edited by Jean-Pierre Fouque and Joseph A. Langsam, 622–662.

The Origin of Bounded Rationality and Intelligence

2013
Lo, Andrew W. (2013), The Origin of Bounded Rationality and Intelligence, Proceedings of the American Philosophical Society 157 (3), 269–280.

What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

2012
Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

Adaptive Markets and the New World Order

2012
Lo, Andrew W. (2012), Adaptive Markets and the New World Order, Financial Analysts Journal 68 (2), 18–29.

An Evolutionary Model of Bounded Rationality and Intelligence

2012
Brennan, Thomas J., and Andrew W. Lo (2012), An Evolutionary Model of Bounded Rationality and Intelligence, PLoS ONE 7 (11), e50310.