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Research


Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs

Lo, Andrew W., Kien Wei Siah, and Chi Heem Wong (2020), Estimating Probabilities of Success of Clinical Trials for Vaccines and Other Anti‐Infective Therapeutics, Harvard Data Science Review.

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Fair and Responsible Drug Pricing: A Case Study of Radius Health and Abaloparatide

Xu, Qingyang, and Andrew W. Lo (2020), Fair and Responsible Drug Pricing: A Case Study of Radius Health and abaloparatide, Journal of Investment Management 18 (1), 90-98.

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Risk and Reward in the Orphan Drug Industry

Lo, Andrew W., and Richard T. Thakor (2019), Risk and Reward in the Orphan Drug Industry, Journal of Portfolio Management 45 (5), 30–45.

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A Portfolio Approach to Accelerate Therapeutic Innovation in Ovarian Cancer

Chaudhuri, Shomesh E., Katherine Cheng, Andrew W. Lo, Shirley Pepke, Sergio Rinaudo, Lynda Roman, and Ryan Spencer (2019), A Portfolio Approach to Accelerate Therapeutic Innovation in Ovarian Cancer, Journal of Investment Management 17 (2), 5–16.

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Annals Issue in Honor of Jerry A. Hausman

Aït-Sahalia, Yacine, Andrew W. Lo, and Whitney K. Newey (2019), Annals Issue in Honor of Jerry Hausman: Editors’ Introduction, Journal of Econometrics 211 (1), 1–3.

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Machine Learning with Statistical Imputation for Predicting Drug Approvals

Lo, Andrew W., Kien Wei Siah, and Chi Heem Wong (2019), Machine Learning with Statistical Imputation for Predicting Drug Approval, Harvard Data Science Review 1 (1).

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Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

Agrawal, Shreyash, Pablo D. Azar, Andrew W. Lo, and Taranjit Singh (2018), Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter, Journal of Portfolio Management 44 (7), 85–95.

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Pricing for Survival in the Biopharma Industry: A Case Study of Acthar Gel and Questcor Pharmaceuticals

Burnham, Terence C., Samuel Huang, and Andrew W. Lo (2017), Pricing for Survival in the Biopharma Industry: A Case Study of Acthar Gel and Questcor Pharmaceuticals, Journal of Investment Management 15 (4), 69–91.

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Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC

Das, Sonya, Samuel Huang, and Andrew W. Lo (2019), Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC, Drug Discovery Today 24 (3), 678–684.

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Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons

Chaudhuri, Shomesh E., and Andrew W. Lo (2019), Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons, Management Science 65 (9), 4440–4450.

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