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Research


Q Group Panel Discussion: Looking to the Future

2016
Financial Analysts Journal
Martin Leibowitz, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel

Spectral Portfolio Theory

2016

What Is An Index?

2016

Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform

2016
Management Science Vol. 63, No. 7, July 2017, pp. 2233–2250
Charles Cao, Grant Farnsworthy, Bing Liang

Portfolio Theory

2015
The Princeton Companion to Applied Mathematics (2015) 648-658
Thomas J Brennan and Tri-Dung Nguyen

Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

2015
Signal Processing and Signal Processing Education Workshop (SP/SPE), 2015 IEEE, 232–236.
Shomesh Chaudhuri

Reply to “(Im)Possible Frontiers: A Comment”

2015
Critical Finance Review 4(2015), 157–171.
Thomas J. Brennan

Hedge Funds: A Dynamic Industry In Transition

2015
Annual Review of Financial Economics 7(2015), 483–577.
Mila Getmansky, Peter A. Lee

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