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Research


Law Is Code: A Software Engineering Approach to Analyzing the United States Code

Li, William, Pablo D. Azar, David Larochelle, Phil Hill, and Andrew W. Lo (2015), Law Is Code: A Software Engineering Approach to Analyzing the United States Code, Journal of Business & Technology Law 10 (2), 297–374.

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Reply to “(Im)Possible Frontiers: A Comment”

Brennan, Thomas J., and Andrew W. Lo (2015), Reply to "(Im)Possible Frontiers: A Comment," Critical Finance Review 4 (1), 157–171.

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Funding Translational Medicine via Public Markets: The Business Development Company

Forman, Sandra M., Andrew W. Lo, Monica Shilling, and Grace K. Sweeney (2015), Funding Translational Medicine via Public Markets: The Business Development Company, Journal of Investment Management 13 (4), 9–32.

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Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

Isakov, Leah, Andrew W. Lo, and Vahid Montazerhodjat (2019), Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design, Journal of Econometrics 211 (1), 117–136.

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Hedge Funds: A Dynamic Industry In Transition

Getmansky, Mila, Peter A. Lee, and Andrew W. Lo (2015), Hedge Funds: A Dynamic Industry in Transition, Annual Review of Financial Economics 7 (1), 483–577.

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Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform

Cao, Charles, Grant Farnsworth, Bing Liang, and Andrew W. Lo (2017), Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform, Management Science 63 (7), 2233–2250.

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A Survey of Systemic Risk Analytics

Bisias, Dimitrios, Mark Flood, Andrew W. Lo, and Stavros Valavanis (2012), A Survey of Systemic Risk Analytics, Annual Review of Financial Economics 4 (1), 255–296.

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A Computational View of Market Efficiency

Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola (2011), A Computational View of Market Efficiency, Quantitative Finance 11 (7), 1043–1050.

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The Gordon Gekko Effect: The Role of Culture in the Financial Industry

Lo, Andrew W. (2016), The Gordon Gekko Effect: The Role of Culture in the Financial Industry, FRBNY Economic Policy Review 22 (1), 17–42.

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Risk and Risk Management in the Credit Card Industry

Butaru, Florentin, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo, and Akhtar Siddique (2016), Risk and Risk Management in the Credit Card Industry, Journal of Banking & Finance 72, 218–239.

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