Andrew W. Lo
Affiliations: | Economics | Massachusetts Institute of Technology, Cambridge, MA, United States |
Website:
http://alo.mit.edu/Google:
"Andrew Lo"Parents
Sign in to add mentor| Andrew Bruce Abel | grad student | 1984 | Harvard (Econometree) | |
| (Essays in Financial and Quantitative Economics) | ||||
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Publications
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| Levin SA, Lo AW. (2021) Introduction to PNAS special issue on evolutionary models of financial markets. Proceedings of the National Academy of Sciences of the United States of America. 118 |
| Hasanhodzic J, Lo AW. (2019) On Black’s Leverage Effect in Firms with No Leverage The Journal of Portfolio Management. 46: 106-122 |
| Lo AW, Thakor RT. (2019) Risk and Reward in the Orphan Drug Industry The Journal of Portfolio Management. 45: 30-45 |
| Hasanhodzic J, Lo AW, Viola E. (2019) What do humans perceive in asset returns The Journal of Portfolio Management. 45: 49-60 |
| Montazerhodjat V, Lo AW. (2019) Is the Fda Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design Journal of Econometrics. 211: 117-136 |
| Agrawal S, Azar PD, Lo AW, et al. (2018) Momentum, Mean-Reversion and Social Media: Evidence from StockTwits and Twitter The Journal of Portfolio Management. 44: 85-95 |
| Brennan TJ, Lo AW, Zhang R. (2018) Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments Quarterly Journal of Finance. 8: 1850009 |
| Cao C, Liang B, Lo AW, et al. (2018) Hedge Fund Holdings and Stock Market Efficiency The Review of Asset Pricing Studies. 8: 77-116 |
| Thakor RT, Anaya N, Zhang Y, et al. (2017) Just how good an investment is the biopharmaceutical sector? Nature Biotechnology. 35: 1149-1157 |
| Kim E, Omura PMC, Lo AW. (2017) Accelerating biomedical innovation: a case study of the SPARK program at Stanford University, School of Medicine. Drug Discovery Today |