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Research


Dynamic Loss Probabilities and Implications for Financial Regulation

Brennan, Thomas J., and Andrew W. Lo (2014), Dynamic Loss Probabilities and Implications for Financial Regulation, Yale Journal on Regulation 31 (3), 667–694.

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Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio

Fagnan, David E., N. Nora Yang, John C. McKew, and Andrew W. Lo (2015), Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio, Science Translational Medicine 7 (276), 276ps3.

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Can Financial Engineering Cure Cancer?

Fagnan, David E., Jose-Maria Fernandez, Andrew W. Lo, and Roger M. Stein (2013), Can Financial Engineering Cure Cancer?, American Economic Review 103 (3), 406–411.

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On a New Approach for Analyzing and Managing Macrofinancial Risks

Merton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon (2013), On a New Approach for Analyzing and Managing Macrofinancial Risks, Financial Analysts Journal 69 (2), 22–33.

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Estimating the NIH Efficient Frontier

Bisias, Dimitrios, Andrew W. Lo, and James F. Watkins (2012), Estimating the NIH Efficient Frontier, PLoS ONE 7 (5), e34569.

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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework

Lo, Andrew W., and Thomas J. Brennan (2012), Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework, Texas Law Review 90, 1775–1810.

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Commercializing Biomedical Research through Securitization Techniques

Fernandez, Jose-Maria, Roger M. Stein, and Andrew W. Lo (2012), Commercializing Biomedical Research through Securitization Techniques, Nature Biotechnology 30 (10), 964–975.

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An Evolutionary Model of Bounded Rationality and Intelligence

Brennan, Thomas J., and Andrew W. Lo (2012), An Evolutionary Model of Bounded Rationality and Intelligence, PLoS ONE 7 (11), e50310.

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Adaptive Markets and the New World Order

Lo, Andrew W. (2012), Adaptive Markets and the New World Order, Financial Analysts Journal 68 (2), 18–29.

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On Black’s Leverage Effect in Firms with No Leverage

Hasanhodzic, Jasmina, and Andrew W. Lo (2019), On Black’s Leverage Effect in Firms with No Leverage, Journal of Portfolio Management 46 (1), 106–122.

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