Research


Estimation and Prediction for Algorithmic Models of Investor Behavior

Lo, Andrew W., and Alexander Remorov (2022), Estimation and Prediction for Algorithmic Models of Investor Behavior, Journal of Systematic Investing 2 (1).

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How does news affect biopharma stock prices?: An event study

Cho, Joonhyuk, Manish Singh, and Andrew W. Lo (2024), How Does News Affect Biopharma Stock Prices?: An Event Study, PLoS One 19 (1), e0296927.

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Financing Fusion Energy

Alhamdan, Abdullah, Zachery Halem, Irene Hernandez, Andrew W. Lo, Manish Singh, and Dennis Whyte (2023), Financing Fusion Energy, Journal of Investment Management 21 (1), 5–51.

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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), 9–41.

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Financial Intermediation and the Funding of Biomedical Innovation: A Review

Lo, Andrew W., and Richard T. Thakor (2023), Financial Intermediation and the Funding of Biomedical Innovation: A Review, Journal of Financial Intermediation 54, 101028, https://doi.org/10.1016/j.jfi.2023.101028.

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Optimal Impact Portfolios with General Dependence and Marginals

Lo, Andrew W., Lan Wu, Ruixun Zhang, and Chaoyi Zhao (2024), Optimal Impact Portfolios with General Dependence and Marginals, Operations Research, Articles in Advance, https://doi.org/10.1287/opre.2023.0400.

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Social Contagion and the Survival of Diverse Investment Styles

Hirshleifer, David A. Andrew W. Lo, and Ruixun Zhang (2023), Social Contagion and the Survival of Diverse Investment Styles, Journal of Economic Dynamics and Control 154, 104711.

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Leveraging Patient Preference Information in Medical Device Clinical Trial Design

Rincon-Gonzalez, Lilianna, Wendy K. D. Selig, Brett Hauber, Shelby D. Reed, Michelle E. Tarver, Shomesh E. Chaudhuri, Andrew W. Lo, Dean Bruhn-Ding, and Barry Liden (2023), Leveraging Patient Preference Information in Medical Device Clinical Trial Design, Therapeutic Innovation & Regulatory Science 57, 152–159.

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Hamilton’s rule in economic decision-making

Levy, Moshe, and Andrew W. Lo (2022), Hamilton’s rule in economic decision-making, Proceedings of the National Academy of Sciences 119 (16).

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The Effects of Spending Rules and Asset Allocation on Non-Profit Endowments

Halem, Zachery M., Andrew W. Lo, Egor Matveyev, and Quraishi, Sarah (2022), The Effects of Spending Rules and Asset Allocation on Non-Profit Endowments, Journal of Portfolio Management 49 (1), 81-106.

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