Research


Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation

Vasileva, Detelina, Larry Norton, Marc Hurlbert, and Andrew W. Lo (2022), Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation, Journal of Investment Management 20 (1), 5-24.

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Quantifying the Impact of Impact Investing

Lo, Andrew W., and Ruixun Zhang (2024), Quantifying the Impact of Impact Investing, Management Science 70 (10), 7161-7186.

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Explainable Machine Learning Models of Consumer Credit Risk

Davis, Randall, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu, and Ruixun Zhang (2023), Explainable Machine Learning Models of Consumer Credit Risk, The Journal of Financial Data Science 5 (4), 9–39.

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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 26 (7), 1744-1749. 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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Life sciences intellectual property licensing at the Massachusetts Institute of Technology

Huang, Samuel, Kien Wei Siah, Detelina Vasileva, Shirley Chen, Lita Nelsen & Andrew W. Lo (2021), Life sciences intellectual property licensing at the Massachusetts Institute of Technology, Nature Biotechnology 39, 293–301 .

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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 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 6 (1), https://doi.org/10.1177/2381468320978407.

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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.

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Financially Adaptive Clinical Trials via Option Pricing Analysis

Chaudhuri, Shomesh E., and Andrew W. Lo (2024),Financially adaptive clinical trials via option pricing analysis, Journal of Econometrics 240 (2), 105026. https://doi.org/10.1016/j.jeconom.2020.08.012.

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