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Research


Stop-loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs

2017
Journal of Financial Markets 34 (2017) 1–15
Alexander Remorov

Moore’s Law Vs. Murphy’s Law in the Financial System: Who’s Winning?

2017

TRC Networks and Systemic Risk

2016
Journal of Alternative Investment 18(2016), 52–67.
Roger Stein

Risk and Risk Management in the Credit Card Industry

2016
Journal of Banking and Finance 72(2016), 218–239.
Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Akhtar Siddique

A New Approach to Financial Regulation

2015
Proceedings of the National Academy of Sciences 112(2015), 12543–12544.
Simon A. Levin

Dealing with Femtorisks in International Relations

2014
Proceedings of the National Academy of Sciences 111(2014), 17356–17362.
Aaron Benjamin Frank, Margaret Goud Collins, Simon A. Levin, Andrew W. Lo, Joshua Ramo, Ulf Dieckmann, Victor Kremenyukf, Arkady Kryazhimskiy, JoAnne Linnerooth-Bayer, Ben Ramalingam, J. Stapleton Roy, Donald G. Saari, Stefan Thurner, and Detlof von Winterfeldt

Dynamic Loss Probabilities and Implications for Financial Regulation

2014
Yale Journal on Regulation 31(2014), 667–694.
Thomas J. Brennan

When Do Stop-Loss Rules Stop Losses?

2014
Journal of Financial Markets 18 (2014), 234-254.
Kathryn M. Kaminski

On a New Approach for Analyzing and Managing Macrofinancial Risks

2013
Financial Analysts Journal 69 (2013), 22-33.
Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, Loriana Pelizzon

Systemic Risk and the Refinancing Ratchet Effect

2013
Journal of Financial Economics 108 (2013), 29-45.
Amir E. Khandani and Robert C. Merton.

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