Research


Sharing R&D Risk in Healthcare via FDA Hedges

Jorring, Adam T., Andrew W. Lo, Tomas J. Philipson, Manita Singh, and Richard T. Thakor (2022), Sharing R&D Risk in Healthcare via FDA Hedges, Review of Corporate Finance Studies 11(4), 880–922.

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Competition and R&D Financing: Evidence from the Biopharmaceutical Industry

Thakor, Richard T., and Andrew W. Lo (2022), Competition and R&D Financing: Evidence from the Biopharmaceutical Industry, Journal of Financial and Quantitative Analysis 57 (5), 1885–1928.

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SCRAM: A Platform for Securely Measuring Cyber Risk

de Castro, Leo, Andrew W. Lo, Taylor Reynolds, Fransisca Susan, Vinod Vaikuntanathan, Daniel Weitzner, and Nicolas Zhang (2020), SCRAM: A Platform for Securely Measuring Cyber Risk, Harvard Data Science Review 2 (3), https://doi.org/10.1162/99608f92.b4bb506a.

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Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis

Lo, Andrew W., Alexander Remorov, and Zied Ben Chaouch (2020), Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis, Journal of Investment Management 18 (3), 5-50.

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Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Dou, Winston W., Andrew W. Lo, Ameya Muley, and Harald Uhlig (2020), Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective, Annual Review of Financial Economics 12, 95–140.

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Financing Correlated Drug Development Projects

Lo, Andrew W., and Kien Wei Siah (2021), Financing Correlated Drug Development Projects, Journal of Structured Finance 27 (1), 17–34, https://doi.org/10.3905/jsf.2020.1.114 .

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An Empirical Evaluation of Tax-Loss-Harvesting Alpha

Chaudhuri, Shomesh, Terence C. Burnham, and Andrew W. Lo (2020), An Empirical Evaluation of Tax-Loss-Harvesting Alpha, Financial Analysts Journal 76 (3), 99-108.

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The Derivatives Sourcebook

Lim, Terence, Andrew W. Lo, Robert C. Merton, and Myron S. Scholes (2006), The Derivatives Sourcebook, Foundations and Trends in Finance 1 (5–6), 365–572.

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Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation

Kim, Esther, and Andrew W. Lo (2019), Venture Philanthropy: A Case Study of the Cystic Fibrosis Foundation, April 23.

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Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer

Siah, Kien Wei, Sean Khozin, Chi Heem Wong, and Andrew W. Lo (2019), Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer, JCO Clinical Cancer Informatics 3, 1–11.

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