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Research


Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

Lo, Andrew W. (2009), Regulatory Reform in the Wake of the Financial Crisis of 2007-2008, Journal of Financial Economic Policy 1 (1), 4–43.

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Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management

Lo, Andrew W. (2008), Where Do Alphas Come From?: A Measure of the Value of Active Investment Management, Journal of Investment Management 6 (3), 6–34.

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130/30: The New Long-Only

Lo, Andrew W., and Pankaj N. Patel (2008), 130/30: The New Long-Only, Journal of Portfolio Management 34 (2), 12–38.

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Complexity, Concentration and Contagion: A Comment

Lo, Andrew W. (2011), Complexity, Concentration and Contagion: A Comment, Journal of Monetary Economics 58 (5), 471–479.

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© 2020 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.