Research


Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

Chaudhuri, Shomesh E., and Andrew W. Lo (2015), Spectral Analysis of Stock-Return Volatility, Correlation, and Beta, 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), 232–236.

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Health, Wealth, and the 21st Century Cures Act

Lo, Andrew W., Tomas J. Philipson, and Andrew C. von Eschenbach (2016), Health, Wealth, and the 21st Century Cures Act, JAMA Oncology 2 (1), 17–18.

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TRC Networks and Systemic Risk

Lo, Andrew W., and Roger M. Stein (2016), TRC Networks and Systemic Risk, Journal of Alternative Investments 18 (4), 52–67.

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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

Azar, Pablo D., and Andrew W. Lo (2016), The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds, Journal of Portfolio Management 42 (5), 123–134.

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Q Group Panel Discussion: Looking to the Future

Leibowitz, Martin, Andrew W. Lo, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel (2016), Q Group Panel Discussion: Looking to the Future, Financial Analysts Journal 72 (4), 17–25.

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Buying Cures Versus Renting Health: Financing Health Care with Consumer Loans

Montazerhodjat, Vahid, David M. Weinstock, and Andrew W. Lo (2016), Buying Cures versus Renting Health: Financing Health Care with Consumer Loans, Science Translational Medicine 8 (327), 327ps6.

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Financing Drug Discovery via Dynamic Leverage

Montazerhodjat, Vahid, John J. Frishkopf, and Andrew W. Lo (2016), Financing Drug Discovery via Dynamic Leverage, Drug Discovery Today 21 (3), 410–414.

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What Is An Index?

Lo, Andrew W. (2016), What Is an Index?, Journal of Portfolio Management 42 (2), 21–36.

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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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