Research


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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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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Funding Long Shots

Hull, John, Andrew W. Lo, and Roger M. Stein (2019), Funding Long Shots, Journal of Investment Management 17 (4), 1–33.

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Adaptive Platform Trials: Definition, Design, Conduct and Reporting Considerations

Angus, Derek C., Brian M. Alexander, Scott Berry, et. al. (2019), Adaptive Platform Trials: Definition, Design, Conduct and Reporting Considerations, Nature Reviews Drug Discovery 18 (10), 797–807.

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Is Smaller Better? A Proposal to Use Bacteria for Neuroscientific Modeling

Ram, Archana, and Andrew W. Lo (2018), Is Smaller Better? A Proposal to Use Bacteria for Neuroscientific Modeling, Frontiers in Computational Neuroscience 12 (7).

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