Research


Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC

Das, Sonya, Samuel Huang, and Andrew W. Lo (2019), Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC, Drug Discovery Today 24 (3), 678–684.

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Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons

Chaudhuri, Shomesh E., and Andrew W. Lo (2019), Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons, Management Science 65 (9), 4440–4450.

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New Business Models to Accelerate Innovation in Pediatric Oncology Therapeutics: A Review

Das, Sonya, Raphaël Rousseau, Peter C. Adamson, and Andrew W. Lo (2018), New Business Models to Accelerate Innovation in Pediatric Oncology Therapeutics: A Review, JAMA Oncology 4 (9), 1274–1280.

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Patient-Centered Clinical Trials

Chaudhuri, Shomesh E., Martin P. Ho, Telba Irony, Murray Sheldon, and Andrew W. Lo (2018), Patient-Centered Clinical Trials, Drug Discovery Today 23 (2), 395–401.

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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