Research


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.

View abstract

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.

View abstract

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.

View abstract

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.

View abstract

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.

View abstract

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.

View abstract

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.

View abstract

Accelerating Biomedical Innovation: A Case Study of the SPARK Program at Stanford University, School of Medicine

Kim, Esther S., Paige M. C. Omura, and Andrew W. Lo (2017), Accelerating Biomedical Innovation: A Case Study of the SPARK Program at Stanford University, School of Medicine, Drug Discovery Today 22 (7), 1064–1068.

View abstract

Stop-loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs

Lo, Andrew W., and Alexander Remorov (2017), Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs, Journal of Financial Markets 34, 1–15.

View abstract