Research


A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates

Berry, Donald, Scott Berry, Peter Hale, Leah Isakov, Andrew W. Lo, Kien Wei Siah, Chi Heem Wong (2020), A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates, PLoS ONE 15(12): e0244418. https://doi.org/10.1371/journal.pone.0244418 .

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Financially Adaptive Clinical Trials via Option Pricing Analysis

Chaudhuri, Shomesh E. and Andrew W. Lo (2020),Financially adaptive clinical trials via option pricing analysis, Journal of Econometrics , 1-11.

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SCRAM: A Platform for Securely Measuring Cyber Risk

de Castro, Leo, Andrew W. Lo, Taylor Reynolds, Fransisca Susan, Vinod Vaikuntanathan, Daniel Weitzner, and Nicolas Zhang (2020), SCRAM: A Platform for Securely Measuring Cyber Risk, Harvard Data Science Review, https://doi.org/10.1162/99608f92.b4bb506a.

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Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis

Lo, Andrew W., Alexander Remorov, and Zied Ben Chaouch (2020), Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis, Journal of Investment Management 18 (3), 5-50.

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Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Dou, Winston W., Andrew W. Lo, Ameya Muley, and Harald Uhlig (2020), Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective, Annual Review of Financial Economics 12, 95-140.

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Financing Correlated Drug Development Projects

Lo, Andrew W., and Kien Wei Siah (2020), Financing Correlated Drug Development Projects, Journal of Structured Finance, https://doi.org/10.3905/jsf.2020.1.114 .

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An Empirical Evaluation of Tax-Loss-Harvesting Alpha

Chaudhuri, Shomesh, Terence C. Burnham and Andrew W. Lo (2020), An Empirical Evaluation of Tax-Loss-Harvesting Alpha, Financial Analysts Journal 76 (3) 99-108.

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The Challenging Economics of Vaccine Development in the Age of COVID-19, and What Can Be Done About It

Vu, Jonathan, Ben Kaplan, Shomesh E. Chaudhuri, Monique Mansoura, and Andrew W. Lo (2020), The Challenging Economics of Vaccine Development in the Age of COVID-19, and What Can Be Done About It, DIA Global Forum 12 (5).

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Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation

Kim, Esther, and Andrew W. Lo (2019), Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation, April 23.

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Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer

Siah, Kien Wei, Sean Khozin, Chi Heem Wong, and Andrew W. Lo (2019), Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer, JCO Clinical Cancer Informatics 3, 1–11.

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