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

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

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


TRC Networks and Systemic Risk

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

Risk and Risk Management in the Credit Card Industry

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

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

Dealing with Femtorisks in International Relations

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

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

When Do Stop-Loss Rules Stop Losses?

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

On a New Approach for Analyzing and Managing Macrofinancial Risks

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

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

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