Research


Spectral factor models

Bandi, Federico M., Shomesh E. Chaudhuri, Andrew W. Lo, Andrea Tamoni (2021), Spectral factor models, Journal of Financial Economics 142, 214-238.

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Accelerating glioblastoma therapeutics via venture philanthropy

Siah, Kien Wei, Qingyang Xu, Kirk Tanner, Olga Futer, John J. Frishkopf, and Andrew W. Lo (2021), Accelerating glioblastoma therapeutics via venture philanthropy, Drug Discovery Today, In Press, https://doi.org/10.1016/j.drudis.2021.03.020.

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Algorithmic Models of Investor Behavior

Lo, Andrew W., and Alexander Remorov (2021), Algorithmic Models of Investor Behavior, Journal of Systematic Investing 1 (1), 1-29.

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Parkinson’s Patients’ Tolerance for Risk and Willingness to Wait for Potential Benefits of Novel Neurostimulation Devices: A Patient-Centered Threshold Technique Study

Hauber, Brett , Brennan Mange, Mo Zhou, Shomesh Chaudhuri, Heather L Benz, Brittany Caldwell, John P Ruiz, Anindita Saha, Martin Ho, Stephanie Christopher, Dawn Bardot, Margaret Sheehan, Anne Donnelly, Lauren McLaughlin, Katrina Gwinn, Andrew W. Lo, and Murray Sheldon (2021), Parkinson's Patients' Tolerance for Risk and Willingness to Wait for Potential Benefits of Novel Neurostimulation Devices: A Patient-Centered Threshold Technique Study, MDM Policy & Practice, 1-13.

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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 (2021), Financing Correlated Drug Development Projects, Journal of Structured Finance, https://doi.org/10.3905/jsf.2020.1.114 .

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