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Research


Hedge Fund Holdings and Stock Market Efficiency

Cao, Charles, Bing Liang, Andrew W. Lo, and Lubomir Petrasek (2018), Hedge Fund Holdings and Stock Market Efficiency, Review of Asset Pricing Studies 8 (1), 77–116.

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Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology

Montazerhodjat, Vahid, Shomesh E. Chaudhuri, Daniel J. Sargent, and Andrew W. Lo (2017), Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology, JAMA Oncology 3 (9), e170123.

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Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

Chaudhuri, Shomesh E., and Andrew W. Lo (2015), Spectral Analysis of Stock-Return Volatility, Correlation, and Beta, 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), 232–236.

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Health, Wealth, and the 21st Century Cures Act

Lo, Andrew W., Tomas J. Philipson, and Andrew C. von Eschenbach (2016), Health, Wealth, and the 21st Century Cures Act, JAMA Oncology 2 (1), 17–18.

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TRC Networks and Systemic Risk

Lo, Andrew W., and Roger M. Stein (2016), TRC Networks and Systemic Risk, Journal of Alternative Investments 18 (4), 52–67.

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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

Azar, Pablo D., and Andrew W. Lo (2016), The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds, Journal of Portfolio Management 42 (5), 123–134.

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Q Group Panel Discussion: Looking to the Future

Leibowitz, Martin, Andrew W. Lo, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel (2016), Q Group Panel Discussion: Looking to the Future, Financial Analysts Journal 72 (4), 17–25.

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Buying Cures Versus Renting Health: Financing Health Care with Consumer Loans

Montazerhodjat, Vahid, David M. Weinstock, and Andrew W. Lo (2016), Buying Cures versus Renting Health: Financing Health Care with Consumer Loans, Science Translational Medicine 8 (327), 327ps6.

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Financing Drug Discovery via Dynamic Leverage

Montazerhodjat, Vahid, John J. Frishkopf, and Andrew W. Lo (2016), Financing Drug Discovery via Dynamic Leverage, Drug Discovery Today 21 (3), 410–414.

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What Is An Index?

Lo, Andrew W. (2016), What Is an Index?, Journal of Portfolio Management 42 (2), 21–36.

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