Publications


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A Computational View of Market Efficiency

2011
Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2011), A Computational View of Market Efficiency, Quantitative Finance 11 (7), 1043–1050.

The Origin of Behavior

2011
Brennan, Thomas J., and Andrew W. Lo (2011), The Origin of Behavior, Quarterly Journal of Finance 1 (1), 55–108.

Complexity, Concentration and Contagion: A Comment

2011
Lo, Andrew W. (2011), Complexity, Concentration and Contagion: A Comment, Journal of Monetary Economics 58 (5), 471–479.

The Financial Industry Needs its Own Crash Safety Board

2010
Lo, Andrew W. (2010), The Financial Industry Needs Its Own Crash Safety Board, Financial Times, March 2.

Lo: The Best Econ Book I’ve Read Recently

2010
Lo, Andrew W. (2010), Lo: The Best Econ Book I’ve Read Recently, PBS Newshour Blog, March 11.

This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management

2009
Lo, Andrew W. (2009), This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management, Freakonomics Blog, January 9.

Why Animal Spirits Can Cause Markets to Break Down

2009
Lo, Andrew W. (2009), Why Animal Spirits Can Cause Markets to Break Down, Financial Times, July 21.

When the Wisdom of Crowds Becomes the Madness of Mobs

2009
Insight: When the Wisdom of Crowds Becomes the Madness of Mobs, Financial Times, September 30.

Radical Reform of Executive Pay

2009
Lo, Andrew W. (2009), Radical Reform of Executive Pay, Freakonomics Blog, October 9.

Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

2009
Lo, Andrew W. (2009), Regulatory Reform in the Wake of the Financial Crisis of 2007-2008, Journal of Financial Economic Policy 1 (1), 4–43.

Efficient Markets Hypothesis

2008
Lo, Andrew W. (2008), Efficient Markets Hypothesis, In The New Palgrave Dictionary of Economics, 2nd edition, edited by Steven N. Durlauf and Lawrence E. Blume, 1678–1690.

Survival of the Richest

2006
Lo, Andrew W. (2006), Survival of the Richest, Harvard Business Review, March.

Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

2005
Lo, Andrew W. (2005), Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis, Journal of Investment Consulting 7 (2), 21–44.

Fear and Greed in Financial Markets: A Clinical Study of Day-Traders

2005
Lo, Andrew W., Dmitry V. Repin, Brett N. Steenbarger, David Laibson, David Hirshleifer, and Kevin McCabe (2005), Fear and Greed in Financial Markets: A Clinical Study of Day-Traders, American Economic Review 95 (2), 352–359.

The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

2004
Lo, Andrew W. (2004), The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective, Journal of Portfolio Management 30 (5), 15–29.