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Book – Andrew Lo

Research


Quantifying Systemic Risk

Haubrich, Joseph G., and Andrew W. Lo (2013), Quantifying Systemic Risk, edited volume, University of Chicago Press.

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What’s the Use of Economics? Teaching the Dismal Science after the Crisis, Chapter 7

Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

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Rethinking the Financial Crisis

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

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The Evolution of Technical Analysis

Lo, Andrew W., and Jasmina Hasanhodzic (2010), The Evolution of Technical Analysis: Financial Prediction from Babylonian Tables to Bloomberg Terminals, John Wiley & Sons.

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The Heretics of Finance

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

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Hedge Funds: An Analytic Perspective

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

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International Library of Financial Econometrics, Volumes I – V

Lo, Andrew W. (2007), The International Library of Financial Econometrics Series, Volumes 1–5, edited volumes, Edward Elgar Publishing.

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A Non-Random Walk Down Wall Street

Lo, Andrew W., and A. Craig MacKinlay (1999), A Non-Random Walk Down Wall Street, Princeton University Press.

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The Econometrics of Financial Markets

Campbell, John Y., Andrew W. Lo, and A. Craig MacKinlay (1997), The Econometrics of Financial Markets, Princeton University Press.

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Market Efficiency: Stock Market Behaviour In Theory and Practice, Volumes I & II

Lo, Andrew W. (1997), Market Efficiency: Stock Market Behavior in Theory and Practice, Volumes I and II, edited volumes, Edward Elgar Publishing.

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