Research


Paying Off the Competition: Market Power and Innovation Incentives

Li, Xuelin, Andrew W. Lo, and Richard T. Thakor (2022), Paying Off the Competition: Market Power and Innovation Incentives, Working Paper.

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Debiasing Probability of Success Estimates for Clinical Trials

Chaudhuri, Shomesh, Joonhyuk Cho, Andrew W. Lo, Manish Singh, and Chi Heem Wong, Unpublished paper.

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The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds (Working Paper)

Lo, Andrew W., Egor Matveyev, and Stefan Zeume (2021), The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds, Working Paper.

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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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Macro-Finance Models with Nonlinear Dynamics

Dou, Winston Wei, Xiang Fang, Andrew W. Lo, and Harald Uhlig (2023), Macro-Finance Models with Nonlinear Dynamics, Annual Review of Financial Economics 15, 407–432.

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Financing Vaccines for Global Health Security

Vu, Jonathan T., Benjamin K. Kaplan, Shomesh E. Chaudhuri, Monique K. Mansoura, and Andrew W. Lo (2022), Financing Vaccines for Global Health Security, Journal Of Investment Management 20 (2), 51-67.

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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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