Research


Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

Li, William, Pablo D. Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, and Andrew W. Lo (2013), Using Algorithmic Attribution Techniques to Determine Authorship in Unsigned Judicial Opinions, Stanford Technology Law Review 16 (3), 503–534.

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When Do Stop-Loss Rules Stop Losses?

Kaminski, Kathryn M., and Andrew W. Lo (2014), When Do Stop-Loss Rules Stop Losses?, Journal of Financial Markets 18 (1), 234–254.

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Can Financial Engineering Cure Cancer?

Fagnan, David E., Jose-Maria Fernandez, Andrew W. Lo, and Roger M. Stein (2013), Can Financial Engineering Cure Cancer?, American Economic Review 103 (3), 406–411.

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On a New Approach for Analyzing and Managing Macrofinancial Risks

Merton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon (2013), On a New Approach for Analyzing and Managing Macrofinancial Risks, Financial Analysts Journal 69 (2), 22–33.

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What Do Humans Perceive in Asset Returns?

with Jasmina Hasanhodzic and Emanuele Viola, Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2019), What Do Humans Perceive in Asset Returns?, Journal of Portfolio Management 45 (4), 49–60.

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Privacy-Preserving Methods for Sharing Financial Risk Exposures

Abbe, Emmanuel A., Amir E. Khandani, and Andrew W. Lo (2012), Privacy-Preserving Methods for Sharing Financial Risk Exposures, American Economic Review 102 (3), 65–70.

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Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

Billio, Monica, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon (2012), Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors, Journal of Financial Economics 104 (3), 535–559.

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Reading About the Financial Crisis: A Twenty-One-Book Review

Lo, Andrew W. (2012), Reading about the Financial Crisis: A Twenty-One-Book Review, Journal of Economic Literature 50 (1), 151–178.

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Optimal Control of Execution Costs

Bertsimas, Dimitris, and Andrew W. Lo (1998), Optimal Control of Execution Costs, Journal of Financial Markets 1 (1), 1–50.

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Nonparametric Estimation of State-Price Densities Implicit In Financial Asset Prices

Aït-Sahalia, Yacine, and Andrew W. Lo (1998), Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices, Journal of Finance 53 (2), 499–547.

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