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Research


Financing Vaccines for Global Health Security

Vu, J., Kaplan, B., Chaudhuri, S., Mansoura, M., & Lo, A.W. "Financing Vaccines for Global Health Security." 2020.

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Spectral Portfolio Theory

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Measuring Systemic Risk in the Finance and Insurance Sectors

with Monica Billio, Mila Getmansky, and Loriana Pelizzon,

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Is It Real, or Is It Randomized?: A Financial Turing Test

with Jasmina Hasanhodzic and Emanuele Viola,

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

with Nicholas Chan, Blake LeBaron, and Tomaso Poggio,

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© 2020 Andrew W. Lo, MIT Sloan School of Management. All rights reserved.