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Working Paper – Andrew Lo

Research


Quantifying the Impact of Impact Investing (Working Paper)

Lo, Andrew W., and Ruixun Zhang (2021), Quantifying the Impact of Impact Investing, Working 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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Explainable Machine Learning Models of Consumer Credit Risk (Working Paper)

Davis, Randall, Andrew W. Lo, Sudhanshu Mishra, Arash Nourian, Manish Singh, Nicholas Wu, and Ruixun Zhang (2022), Explainable Machine Learning Models of Consumer Credit Risk, Working Paper.

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Patterns of Multimorbidity

Siah, Kien Wei, Chi Heem Wong, Jerry Gupta, and Andrew W. Lo (2021), Patterns of Multimorbidity, Preprint.

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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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