Research


Spectral Factor Models

Bandi, Federico Maria and Chaudhuri, Shomesh and Lo, Andrew W. and Tamoni, Andrea, Spectral Factor Models (2020), Spectral Factor Models, Working Paper.

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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."

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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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