Research


Estimating the Financial Impact of Gene Therapy

Wong, Chi Heem, Dexin Li, Nina Wang, Jonathan Gruber, Rena Conti, and Andrew W. Lo (2020), Estimating the Financial Impact of Gene Therapy (Preprint), medRxiv 2020.10.27.20220871, https://doi.org/10.1101/2020.10.27.20220871.

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Optimal Financing for R&D-Intensive Firms

Thakor, Richard T. and Andrew W. Lo (2018), Optimal Financing for R&D-Intensive Firms, Working Paper.

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Sharing R&D Risk in Healthcare via FDA Hedges

Jorring, Adam, Andrew W. Lo, Tomas Philipson, Manita Singh, and Richard T. Thakor (2017), Sharing R&D Risk in Healthcare via FDA Hedges, Working Paper.

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Competition and R&D Financing: Evidence from the Biopharmaceutical Industry

Thakor, Richard T. and Andrew W. Lo (2018), Competition and R&D Financing: Evidence from the Biopharmaceutical Industry, Working Paper.

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Macro-Finance Models with Nonlinear Dynamics

Dou, Winston, Xiang Fang, Andrew W. Lo, and Harald Uhlig (2020), Macro-Finance Models with Nonlinear Dynamics, Working Paper.

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Spectral Factor Models

Bandi, Federico Maria and Chaudhuri, Shomesh and Lo, Andrew W. and Tamoni, Andrea, Spectral Factor Models (2020), Spectral Factor Models, Journal of Financial Economics, forthcoming.

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Financing Vaccines for Global Health Security

Vu, Jonathan, Ben Kaplan, Shomesh E. Chaudhuri, Monique Mansoura, and Andrew W. Lo (2020), Financing Vaccines for Global Health Security, Working Paper.

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Spectral Portfolio Theory

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Agent-Based Models of Financial Markets: A Comparison with Experimental Markets

Poggio, Tomaso, Andrew W. Lo, Blake LeBaron, and Nicholas T. Chan (2001), Agent-Based Models of Financial Markets: A Comparison with Experimental Markets.

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