Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /var/www/html/alo/wp-content/plugins/types/vendor/toolset/types/embedded/includes/wpml.php on line 644

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /var/www/html/alo/wp-content/plugins/types/vendor/toolset/types/embedded/includes/wpml.php on line 661
Investments – Andrew Lo

Publications


Notice: Undefined variable: output in /var/www/html/alo/wp-content/themes/alo-mit-fpd-3/taxonomy-topic.php on line 17

Notice: Undefined variable: filter in /var/www/html/alo/wp-content/themes/alo-mit-fpd-3/taxonomy-topic.php on line 17

Quantifying the Impact of Impact Investing (Working Paper)

2021
Lo, Andrew W., and Ruixun Zhang (2021), Quantifying the Impact of Impact Investing, Working Paper.

The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds (Working Paper)

2021
Lo, Andrew W., Egor Matveyev, and Stefan Zeume (2021), The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds, Working Paper.

Competition and R&D Financing: Evidence from the Biopharmaceutical Industry

2018
Thakor, Richard T. and Andrew W. Lo (2018), Competition and R&D Financing: Evidence from the Biopharmaceutical Industry, Working Paper.

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

2017
Cao, Charles, Grant Farnsworth, Bing Liang, and Andrew W. Lo (2017), Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform, Management Science 63 (7), 2233–2250.

Q Group Panel Discussion: Looking to the Future

2016
Leibowitz, Martin, Andrew W. Lo, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel (2016), Q Group Panel Discussion: Looking to the Future, Financial Analysts Journal 72 (4), 17–25.

Imagine if Robo Advisers Could Do Emotions

2016
Lo, Andrew W. (2016), Imagine if Robo Advisers Could Do Emotions, Wall Street Journal, June 6.

Spectral Portfolio Theory

2016

What Is An Index?

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

Portfolio Theory

2015
Brennan, Thomas J., Andrew W. Lo, and Tri-Dung Nguyen (2015), Portfolio Theory, In The Princeton Companion to Applied Mathematics, edited by Nicholas J. Higham, 648–658.

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

2015
Chaudhuri, Shomesh E., and Andrew W. Lo (2015), Spectral Analysis of Stock-Return Volatility, Correlation, and Beta, 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), 232–236.

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

2015
Brennan, Thomas J., and Andrew W. Lo (2015), Reply to "(Im)Possible Frontiers: A Comment," Critical Finance Review 4 (1), 157–171.

Hedge Funds: A Dynamic Industry In Transition

2015
Getmansky, Mila, Peter A. Lee, and Andrew W. Lo (2015), Hedge Funds: A Dynamic Industry in Transition, Annual Review of Financial Economics 7 (1), 483–577.

Rethinking the Financial Crisis

2012
Blinder, Alan S., Andrew W. Lo, and Robert M. Solow (2012), Rethinking the Financial Crisis, edited volume, Russell Sage Foundation.

Hedge Funds: An Analytic Perspective

2010 Revised Edition
Lo, Andrew W. (2008), Hedge Funds: An Analytic Perspective, Princeton University Press (revised and expanded edition, 2010).

The Heretics of Finance

2009
Lo, Andrew W., and Jasmina Hasanhodzic (2009), The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis, Bloomberg Press.