Research


Estimation of Clinical Trial Success Rates and Related Parameters

Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo (2019), Estimation of Clinical Trial Success Rates and Related Parameters, Biostatistics 20 (2), 273–286. https://doi.org/10.1093/biostatistics/kxx069.

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What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

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The FTSE StableRisk Indices

Chafkin, Jeremiah H., Andrew W. Lo, and Robert W. Sinnott (2011), The FTSE StableRisk Indices, Journal of Index Investing 2 (2), 12–35.

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Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices

Healy, Alexander D., and Andrew W. Lo (2011), Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices, In The Handbook of News Analytics in Finance, edited by Gautam Mitra and Leela Mitra, 73–108.

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Just How Good an Investment Is the Biopharmaceutical Sector?

Thakor, Richard T., Nicholas Anaya, Yuwei Zhang, Christian Vilanilam, Kien Wei Siah, Chi Heem Wong, and Andrew W. Lo (2017), Just How Good an Investment Is the Biopharmaceutical Sector?, Nature Biotechnology 35 (12), 1149–1157.

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Do Stock Prices Follow Random Walks?

with A. Craig MacKinlay, Financial Times

Re-Inventing Drug Development: A Case Study of the I-SPY 2 Breast Cancer Clinical Trials Program

Das, Sonya, and Andrew W. Lo (2017), Re-Inventing Drug Development: A Case Study of the I-SPY 2 Breast Cancer Clinical Trials Program, Contemporary Clinical Trials 62, 168–174.

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The Growth of Relative Wealth and the Kelly Criterion

Lo, Andrew W., H. Allen Orr, and Ruixun Zhang (2018), The Growth of Relative Wealth and the Kelly Criterion, Journal of Bioeconomics 20 (1), 49–67.

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Dealing with Femtorisks in International Relations

Frank, Aaron Benjamin, Margaret Goud Collins, Simon A. Levin, Andrew W. Lo, Joshua Ramo, Ulf Dieckmann, Victor Kremenyuk, Arkady Kryazhimskiy, Joanne Linnerooth-Bayer, Ben Ramalingam, J. Stapleton Roy, Donald G. Saari, Stefan Thurner, and Detlof von Winterfeldt (2014), Dealing with Femtorisks in International Relations, Proceedings of the National Academy of Sciences 111 (49), 17356–17362.

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Hedge Fund Beta Replication: A Five-Year Retrospective

Lee, Peter A., and Andrew W. Lo (2014), Hedge Fund Beta Replication: A Five-Year Retrospective, Journal of Investment Management 12 (3), 5–18.

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