Research


Learning Connections in Financial Time Series

Ganeshapillai, Gartheeban, John Guttag, and Andrew W. Lo (2013), Learning Connections in Financial Time Series, Proceedings of the 30th International Conference on Machine Learning, in PMLR 28 (2), 109–117.

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New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc.

Lo, Andrew W., and Sourya V. Naraharisetti (2014), New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc., Journal of Investment Management 12 (1), 4–19.

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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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Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents

Kirilenko, Andrei A., and Andrew W. Lo (2013), Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents, Journal of Economic Perspectives 27 (2), 51–72.

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Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

Li, William, Pablo D. Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, and Andrew W. Lo (2013), Using Algorithmic Attribution Techniques to Determine Authorship in Unsigned Judicial Opinions, Stanford Technology Law Review 16 (3), 503–534.

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