Andrew W. Lo
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Andrew |
| middle: |
W. |
| last: |
Lo |
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Contact
Affiliations
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Massachusetts Institute of Technology (MIT)
/ Sloan School of Management
Research profile
author of:
- Privacy-Preserving Methods for Sharing Financial Risk Exposures (RePEc:aea:aecrev:v:102:y:2012:i:3:p:65-70)
by Emmanuel A. Abbe & Amir E. Khandani & Andrew W. Lo - Can Financial Engineering Cure Cancer? (RePEc:aea:aecrev:v:103:y:2013:i:3:p:406-11)
by David E. Fagnan & Jose Maria Fernandez & Andrew W. Lo & Roger M. Stein - Fear and Greed in Financial Markets: A Clinical Study of Day-Traders (RePEc:aea:aecrev:v:95:y:2005:i:2:p:352-359)
by Andrew W. Lo & Dmitry V. Repin & Brett N. Steenbarger - Reading about the Financial Crisis: A Twenty-One-Book Review (RePEc:aea:jeclit:v:50:y:2012:i:1:p:151-78)
by Andrew W. Lo - Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents (RePEc:aea:jecper:v:27:y:2013:i:2:p:51-72)
by Andrei A. Kirilenko & Andrew W. Lo - Preface to the Annual Review of Financial Economics (RePEc:anr:refeco:v:1:y:2009:p:01-17)
by Andrew W. Lo & Robert C. Merton - Robert C. Merton: The First Financial Engineer (RePEc:anr:refeco:v:12:y:2020:p:1-18)
by Andrew W. Lo - Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective (RePEc:anr:refeco:v:12:y:2020:p:95-140)
by Winston W. Dou & Andrew W. Lo & Ameya Muley & Harald Uhlig - A Survey of Systemic Risk Analytics (RePEc:anr:refeco:v:4:y:2012:p:255-296)
by Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis - Introduction to Volume 5 of the Annual Review of Financial Economics (RePEc:anr:refeco:v:5:y:2013:p:1-7)
by Andrew W. Lo - Hedge Funds: A Dynamic Industry in Transition (RePEc:anr:refeco:v:7:y:2015:p:483-577)
by Andrew W. Lo & Mila Getmansky & Peter A. Lee - A Computational View of Market Efficiency (RePEc:arx:papers:0908.4580)
by Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola - Is It Real, or Is It Randomized?: A Financial Turing Test (RePEc:arx:papers:1002.4592)
by Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola - WARNING: Physics Envy May Be Hazardous To Your Wealth! (RePEc:arx:papers:1003.2688)
by Andrew W. Lo & Mark T. Mueller - Privacy-Preserving Methods for Sharing Financial Risk Exposures (RePEc:arx:papers:1111.5228)
by Emmanuel A. Abbe & Amir E. Khandani & Andrew W. Lo - Moore's Law vs. Murphy's Law in the financial system: who's winning? (RePEc:bis:biswps:564)
by Andrew W Lo - A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks (RePEc:bla:jfinan:v:49:y:1994:i:3:p:851-89)
by Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso - Implementing Option Pricing Models When Asset Returns Are Predictable (RePEc:bla:jfinan:v:50:y:1995:i:1:p:87-129)
by Lo, Andrew W & Wang, Jiang - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (RePEc:bla:jfinan:v:55:y:2000:i:4:p:1705-1765)
by Andrew W. Lo & Harry Mamaysky & Jiang Wang - Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model (RePEc:bla:jfinan:v:61:y:2006:i:6:p:2805-2840)
by Andrew W. Lo & Jiang Wang - The Visible Hand (RePEc:bpj:aelcon:v:9:y:2019:i:3:p:5:n:2)
by Lo Andrew W. - Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (RePEc:cup:etheor:v:4:y:1988:i:02:p:231-247_01)
by Lo, Andrew W. - Maximizing Predictability In The Stock And Bond Markets (RePEc:cup:macdyn:v:1:y:1997:i:01:p:102-134_00)
by Lo, Andrew W. & Mackinlay, A. Craig - The Econometrics Of Financial Markets (RePEc:cup:macdyn:v:2:y:1998:i:04:p:559-562_00)
by Campbell, John Y. & Lo, Andrew W. & MacKinlay, A. Craig & Whitelaw, Robert F. - Long-Term Memory in Stock Market Prices (RePEc:ecm:emetrp:v:59:y:1991:i:5:p:1279-313)
by Lo, Andrew W - A large-sample chow test for the linear simultaneous equation (RePEc:eee:ecolet:v:18:y:1985:i:4:p:351-353)
by Lo, Andrew W. & Newey, Whitney K. - Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design (RePEc:eee:econom:v:211:y:2019:i:1:p:117-136)
by Isakov, Leah & Lo, Andrew W. & Montazerhodjat, Vahid - Logit versus discriminant analysis : A specification test and application to corporate bankruptcies (RePEc:eee:econom:v:31:y:1986:i:2:p:151-178)
by Lo, Andrew W. - The size and power of the variance ratio test in finite samples : A Monte Carlo investigation (RePEc:eee:econom:v:40:y:1989:i:2:p:203-238)
by Lo, Andrew W. & MacKinlay, A. Craig - An econometric analysis of nonsynchronous trading (RePEc:eee:econom:v:45:y:1990:i:1-2:p:181-211)
by Lo, Andrew W. & Craig MacKinlay, A. - Nonparametric risk management and implied risk aversion (RePEc:eee:econom:v:94:y:2000:i:1-2:p:9-51)
by Ait-Sahalia, Yacine & Lo, Andrew W. - Robust ranking and portfolio optimization (RePEc:eee:ejores:v:221:y:2012:i:2:p:407-416)
by Nguyen, Tri-Dung & Lo, Andrew W. - Optimal control of execution costs (RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50)
by Bertsimas, Dimitris & Lo, Andrew W. - What happened to the quants in August 2007? Evidence from factors and transactions data (RePEc:eee:finmar:v:14:y:2011:i:1:p:1-46)
by Khandani, Amir E. & Lo, Andrew W. - When do stop-loss rules stop losses? (RePEc:eee:finmar:v:18:y:2014:i:c:p:234-254)
by Kaminski, Kathryn M. & Lo, Andrew W. - Consumer credit-risk models via machine-learning algorithms (RePEc:eee:jbfina:v:34:y:2010:i:11:p:2767-2787)
by Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W. - Risk and risk management in the credit card industry (RePEc:eee:jbfina:v:72:y:2016:i:c:p:218-239)
by Butaru, Florentin & Chen, Qingqing & Clark, Brian & Das, Sanmay & Lo, Andrew W. & Siddique, Akhtar - Econometric measures of connectedness and systemic risk in the finance and insurance sectors (RePEc:eee:jfinec:v:104:y:2012:i:3:p:535-559)
by Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana - Systemic risk and the refinancing ratchet effect (RePEc:eee:jfinec:v:108:y:2013:i:1:p:29-45)
by Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C. - Can hedge funds time market liquidity? (RePEc:eee:jfinec:v:109:y:2013:i:2:p:493-516)
by Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W. - Spectral factor models (RePEc:eee:jfinec:v:142:y:2021:i:1:p:214-238)
by Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea - Statistical tests of contingent-claims asset-pricing models : A new methodology (RePEc:eee:jfinec:v:17:y:1986:i:1:p:143-173)
by Lo, Andrew W. - Semi-parametric upper bounds for option prices and expected payoffs (RePEc:eee:jfinec:v:19:y:1987:i:2:p:373-387)
by Lo, Andrew W. - An ordered probit analysis of transaction stock prices (RePEc:eee:jfinec:v:31:y:1992:i:3:p:319-379)
by Hausman, Jerry A. & Lo, Andrew W. & MacKinlay, A. Craig - When is time continuous? (RePEc:eee:jfinec:v:55:y:2000:i:2:p:173-204)
by Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W. - Econometric models of limit-order executions (RePEc:eee:jfinec:v:65:y:2002:i:1:p:31-71)
by Lo, Andrew W. & MacKinlay, A. Craig & Zhang, June - An econometric model of serial correlation and illiquidity in hedge fund returns (RePEc:eee:jfinec:v:74:y:2004:i:3:p:529-609)
by Getmansky, Mila & Lo, Andrew W. & Makarov, Igor - Market Efficiency (RePEc:elg:eebook:1042)
by None - The International Library of Financial Econometrics series (RePEc:elg:eebook:3048)
by None - Regulatory reform in the wake of the financial crisis of 2007‐2008 (RePEc:eme:jfeppp:v:1:y:2009:i:1:p:4-43)
by Andrew W. Lo - The sources and nature of long-term memory in aggregate output (RePEc:fip:fedcer:y:2001:i:qii:p:15-30)
by Joseph G. Haubrich & Andrew W. Lo - The sources and nature of long-term memory in the business cycle (RePEc:fip:fedcwp:9116)
by Joseph G. Haubrich & Andrew W. Lo - Hedge fund holdings and stock market efficiency (RePEc:fip:fedgfe:2014-36)
by Charles Cao & Bing Liang & Andrew W. Lo & Lubomir Petrasek - The Gordon Gekko effect: the role of culture in the financial industry (RePEc:fip:fednep:00029)
by Andrew W. Lo - Models of the term structure of interest rates (RePEc:fip:fedpwp:94-10)
by John Y. Campbell & Andrew W. Lo & A. Craig MacKinlay - A Residuals-Based Wald Test for the Linear Simultaneous Equation (RePEc:fth:pennfi:01-85)
by Andrew W. Lo & Whitney K. Newey - When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) (RePEc:fth:pennfi:04-89)
by Andrew Lo & Craig A. Mackinlay - Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) (RePEc:fth:pennfi:05-87)
by Andrew W. Lo & Craig A. MacKinlay - The Sources and Nature of Long-Term Memory in the Business Cycle (RePEc:fth:pennfi:05-89)
by Joseph G. Haubrich & Andrew W. Lo - A Residuals-Based Wald Test for the Linear Simultaneous Equation (RePEc:fth:pennfi:1-85)
by Andrew W. Lo & Whitney K. Newey - Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) (RePEc:fth:pennfi:10-85)
by Andrew W. Lo - Logit Versus Discriminant Analysis: A Specification Test (RePEc:fth:pennfi:11-85)
by Andrew W. Lo - Econometric Models of Limit-Order Executions (RePEc:fth:pennfi:12-99)
by Andrew W. Lo & A. Craig MacKinlay & June Zhang - A Simple Specification Test of the Random Walk Hypothesis (RePEc:fth:pennfi:13-87)
by Andrew W. Lo & Craig A. MacKinlay - Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data (RePEc:fth:pennfi:15-86)
by Andrew W. Lo - Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) (RePEc:fth:pennfi:19-84)
by Andrew W. Lo - A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage (RePEc:fth:pennfi:19-85)
by Andrew W. Lo - An Econometric Analysis of Nonsyschronous-Trading (RePEc:fth:pennfi:19-89)
by Andrew W. Lo & Craig A. MacKinlay - Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) (RePEc:fth:pennfi:21-89)
by Andrew W. Lo & Craig A. MacKinlay - Games of Survival in the Newspaper Industry (RePEc:fth:pennfi:22-85)
by Randolph Bucklin & Richard Caves & Andrew Lo - An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) (RePEc:fth:pennfi:26-91)
by Jerry A. Hausman & Andrew W. Lo & Craig A. MacKinlay - The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation (RePEc:fth:pennfi:28-87)
by Andrew W. Lo & Craig A. MacKinlay - Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) (RePEc:fth:pennfi:29-87)
by Andrew W. Lo & Craig A. MacKinlay - When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) (RePEc:fth:pennfi:4-89)
by Andrew Lo & Craig A. Mackinlay - Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) (RePEc:fth:pennfi:5-87)
by Andrew W. Lo & Craig A. MacKinlay - The Sources and Nature of Long-Term Memory in the Business Cycle (RePEc:fth:pennfi:5-89)
by Joseph G. Haubrich & Andrew W. Lo - An Ordered Probit Analysis of Transaction Stock Prices (RePEc:fth:pennif:26-91)
by Hausman, J.A. & Lo, A.W. & MacKinlay, A.C. - Systemic Risk and the Refinancing Ratchet Effect (RePEc:hbs:wpaper:10-023)
by Amir E. Khandani & Andrew W. Lo & Robert C. Merton - When Do Stop-Loss Rules Stop Losses? (RePEc:hhs:sifrwp:0063)
by Kaminski, Kathryn & Lo, Andrew W. - Impossible Frontiers (RePEc:inm:ormnsc:v:56:y:2010:i:6:p:905-923)
by Thomas J. Brennan & Andrew W. Lo - Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform (RePEc:inm:ormnsc:v:63:y:2017:i:7:p:2233-2250)
by Charles Cao & Grant Farnsworth & Bing Liang & Andrew W. Lo - Unknown item RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4440-4450 (article)
- Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach (RePEc:inm:oropre:v:49:y:2001:i:3:p:372-397)
by Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo - Can Financial Economics Cure Cancer? (RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09704-7)
by Andrew W. Lo - The growth of relative wealth and the Kelly criterion (RePEc:kap:jbioec:v:20:y:2018:i:1:d:10.1007_s10818-017-9253-z)
by Andrew W. Lo & H. Allen Orr & Ruixun Zhang - An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns (RePEc:mit:sloanp:1838)
by Getmansky, Mila & Lo, Andrew & Makarov, Igor - When are contrarian profits due to stock market overreaction? (RePEc:mit:sloanp:2240)
by Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-. - Long-term memory in stock market prices (RePEc:mit:sloanp:2245)
by Lo, Andrew W. (Andrew Wen-Chuan) - Data-snooping biases in tests of financial asset pricing models (RePEc:mit:sloanp:2249)
by Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955- - An ordered probit analysis of transaction stock prices (RePEc:mit:sloanp:2331)
by Hausman, Jerry A. & Lo, Andrew W. & MacKinlay, Archie Craig, 1955- - Maximizing predictability in the stock and bond markets (RePEc:mit:sloanp:2426)
by Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955- - Implementing option pricing models when asset returns are predictable (RePEc:mit:sloanp:2483)
by Lo, Andrew W. (Andrew Wen-Chuan) & Wang, Jiang, 1959- - Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach (RePEc:mit:sloanp:2673)
by Bertsimas, Dimitris. & Kogan, Leonid, 1974- & Lo, Andrew W. - The origin of cooperation (RePEc:nas:journl:v:118:y:2021:p:e2015572118)
by Nihal Koduri & Andrew W. Lo - Hamilton’s rule in economic decision-making (RePEc:nas:journl:v:119:y:2022:p:e2108590119)
by Moshe Levy & Andrew W. Lo - Quantifying Systemic Risk (RePEc:nbr:nberbk:haub10-1)
by Joseph G. Haubrich & Andrew W. Lo - The Industrial Organization and Regulation of the Securities Industry (RePEc:nbr:nberbk:lo__96-1)
by Andrew W. Lo - Introduction to "Quantifying Systemic Risk" (RePEc:nbr:nberch:12066)
by Joseph G. Haubrich & Andrew W. Lo - Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (RePEc:nbr:nberch:13174)
by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon - Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery (RePEc:nbr:nberch:14680)
by Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael L. Li & Andrew W. Lo & Kevin Shi & Qingyang Xu - Introduction to "The Industrial Organization and Regulation of the Securities Industry" (RePEc:nbr:nberch:8099)
by Andrew W. Lo - Systemic Risk and Hedge Funds (RePEc:nbr:nberch:9611)
by Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo - Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data (RePEc:nbr:nberte:0059)
by Andrew W. Lo - The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation (RePEc:nbr:nberte:0066)
by Andrew W. Lo & A. Craig MacKinlay - Systemic Risk and Hedge Funds (RePEc:nbr:nberwo:11200)
by Nicholas Chan & Mila Getmansky & Shane M. Haas & Andrew W. Lo - Fear and Greed in Financial Markets: A Clinical Study of Day-Traders (RePEc:nbr:nberwo:11243)
by Andrew W. Lo & Dmitry V. Repin & Brett N. Steenbarger - What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data (RePEc:nbr:nberwo:14465)
by Amir E. Khandani & Andrew W. Lo - Impossible Frontiers (RePEc:nbr:nberwo:14525)
by Thomas J. Brennan & Andrew W. Lo - Systemic Risk and the Refinancing Ratchet Effect (RePEc:nbr:nberwo:15362)
by Amir E. Khandani & Andrew W. Lo & Robert C. Merton - Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (RePEc:nbr:nberwo:16223)
by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon - Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry (RePEc:nbr:nberwo:20903)
by Richard T. Thakor & Andrew W. Lo - The Gordon Gekko Effect: The Role of Culture in the Financial Industry (RePEc:nbr:nberwo:21267)
by Andrew W. Lo - Risk and Risk Management in the Credit Card Industry (RePEc:nbr:nberwo:21305)
by Florentin Butaru & QingQing Chen & Brian Clark & Sanmay Das & Andrew W. Lo & Akhtar Siddique - Hedge Funds: A Dynamic Industry In Transition (RePEc:nbr:nberwo:21449)
by Mila Getmansky & Peter A. Lee & Andrew W. Lo - Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design (RePEc:nbr:nberwo:21499)
by Vahid Montazerhodjat & Andrew W. Lo - Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test (RePEc:nbr:nberwo:2168)
by Andrew W. Lo & A. Craig MacKinlay - Sharing R&D Risk in Healthcare via FDA Hedges (RePEc:nbr:nberwo:23344)
by Adam Jørring & Andrew W. Lo & Tomas J. Philipson & Manita Singh & Richard T. Thakor - Optimal Financing for R&D-Intensive Firms (RePEc:nbr:nberwo:23831)
by Richard T. Thakor & Andrew W. Lo - Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks (RePEc:nbr:nberwo:27175)
by Shomesh Chaudhuri & Andrew W. Lo & Danying Xiao & Qingyang Xu - Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs (RePEc:nbr:nberwo:27176)
by Andrew W. Lo & Kien Wei Siah & Chi Heem Wong - Financing Vaccines for Global Health Security (RePEc:nbr:nberwo:27212)
by Jonathan T. Vu & Benjamin K. Kaplan & Shomesh Chaudhuri & Monique K. Mansoura & Andrew W. Lo - A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates (RePEc:nbr:nberwo:27882)
by Donald A. Berry & Scott Berry & Peter Hale & Leah Isakov & Andrew W. Lo & Kien Wei Siah & Chi Heem Wong - Estimating the Financial Impact of Gene Therapy in the U.S (RePEc:nbr:nberwo:28628)
by Chi Heem Wong & Dexin Li & Nina Wang & Jonathan Gruber & Rena M. Conti & Andrew W. Lo - Paying off the Competition: Contracting, Market Power, and Innovation Incentives (RePEc:nbr:nberwo:28964)
by Xuelin Li & Andrew W. Lo & Richard T. Thakor - The Sources and Nature of Long-term Memory in the Business Cycle (RePEc:nbr:nberwo:2951)
by Joseph G. Haubrich & Andrew W. Lo - An Econometric Analysis of Nonsynchronous Trading (RePEc:nbr:nberwo:2960)
by Andrew W. Lo & A. Craig MacKinlay - When are Contrarian Profits Due to Stock Market Overreaction? (RePEc:nbr:nberwo:2977)
by Andrew W. Lo & A. Craig MacKinlay - Long-term Memory in Stock Market Prices (RePEc:nbr:nberwo:2984)
by Andrew W. Lo - Data-Snooping Biases in Tests of Financial Asset Pricing Models (RePEc:nbr:nberwo:3001)
by Andrew W. Lo & A. Craig MacKinlay - Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery (RePEc:nbr:nberwo:30126)
by Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael Lingzhi Li & Andrew W. Lo & Kevin Shi & Qingyang Xu - Financial Intermediation and the Funding of Biomedical Innovation: A Review (RePEc:nbr:nberwo:30594)
by Andrew W. Lo & Richard T. Thakor - The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds (RePEc:nbr:nberwo:34078)
by Andrew W. Lo & Egor V. Matveyev & Stefan Zeume - An Ordered Probit Analysis of Transaction Stock Prices (RePEc:nbr:nberwo:3888)
by Jerry A. Hausman & Andrew W. Lo & A. Craig MacKinlay - A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (RePEc:nbr:nberwo:4718)
by James M. Hutchinson & Andrew W. Lo & Tomaso Poggio - Implementing Option Pricing Models When Asset Returns Are Predictable (RePEc:nbr:nberwo:4720)
by Andrew W. Lo & Jiang Wang - Maximizing Predictability in the Stock and Bond Markets (RePEc:nbr:nberwo:5027)
by Andrew W. Lo & A. Craig MacKinlay - Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices (RePEc:nbr:nberwo:5351)
by Yacine Ait-Sahalia & Andrew W. Lo - Nonparametric Risk Management and Implied Risk Aversion (RePEc:nbr:nberwo:6130)
by Yacine Ait-Sahalia & Andrew W. Lo - Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model (RePEc:nbr:nberwo:6250)
by Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo - Econometric Models of Limit-Order Executions (RePEc:nbr:nberwo:6257)
by Andrew W. Lo & A. Craig MacKinlay & June Zhang - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (RePEc:nbr:nberwo:7613)
by Andrew W. Lo & Harry Mamaysky & Jiang Wang - Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory (RePEc:nbr:nberwo:7625)
by Andrew W. Lo & Jiang W. Wang - Asset Prices and Trading Volume Under Fixed Transactions Costs (RePEc:nbr:nberwo:8311)
by Andrew W. Lo & Harry Mamaysky & Jiang Wang - The Psychophysiology of Real-Time Financial Risk Processing (RePEc:nbr:nberwo:8508)
by Andrew W. Lo & Dmitry V. Repin - Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model (RePEc:nbr:nberwo:8565)
by Andrew W. Lo & Jiang Wang - An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (RePEc:nbr:nberwo:9571)
by Mila Getmansky & Andrew W. Lo & Igor Makarov - The Derivatives Sourcebook (RePEc:now:fntfin:0500000005)
by Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S. - Reply to “(Im)Possible Frontiers: A Comment†(RePEc:now:jnlcfr:104.00000026)
by Brennan, Thomas J. & Lo, Andrew W. - A Survey of Systemic Risk Analytics (RePEc:ofr:wpaper:12-01)
by Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis - Hedge Fund Holdings and Stock Market Efficiency (RePEc:oup:rasset:v:8:y:2018:i:1:p:77-116.)
by Charles Cao & Bing Liang & Andrew W Lo & Lubomir Petrasek - Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test (RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66)
by Andrew W. Lo, A. Craig MacKinlay - Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory (RePEc:oup:rfinst:v:13:y:2000:i:2:p:257-300)
by Lo, Andrew W & Wang, Jiang - When Are Contrarian Profits Due to Stock Market Overreaction? (RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205)
by Lo, Andrew W & MacKinlay, A Craig - Data-Snooping Biases in Tests of Financial Asset Pricing Models (RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67)
by Lo, Andrew W & MacKinlay, A Craig - Estimating the NIH Efficient Frontier (RePEc:plo:pone00:0034569)
by Dimitrios Bisias & Andrew W Lo & James F Watkins - An Evolutionary Model of Bounded Rationality and Intelligence (RePEc:plo:pone00:0050310)
by Thomas J Brennan & Andrew W Lo - To maximize or randomize? An experimental study of probability matching in financial decision making (RePEc:plo:pone00:0252540)
by Andrew W Lo & Katherine P Marlowe & Ruixun Zhang - Introduction (RePEc:pup:chapts:9177-1)
by Andrew W. Lo - Hedge Funds: An Analytic Perspective Updated Edition (RePEc:pup:pbooks:9177)
by Andrew W. Lo - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (RePEc:sce:scecf9:402)
by Andrew Lo & Harry Mamaysky & Jiang Wang - Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders (RePEc:sce:scecf9:653)
by Andrew Lo & Nicholas Chan & Blake LeBaron & Tomaso Poggio - Identifying and Mitigating Potential Biases in Predicting Drug Approvals (RePEc:spr:drugsa:v:45:y:2022:i:5:d:10.1007_s40264-022-01160-9)
by Qingyang Xu & Elaheh Ahmadi & Alexander Amini & Daniela Rus & Andrew W. Lo - Asset allocation and derivatives (RePEc:taf:quantf:v:1:y:2001:i:1:p:45-72)
by M. B. Haugh & A. W. Lo - A computational view of market efficiency (RePEc:taf:quantf:v:11:y:2011:i:7:p:1043-1050)
by Jasmina Hasanhodzic & Andrew Lo & Emanuele Viola - Innovation at MIT (RePEc:taf:quantf:v:3:y:2003:i:3:p:33-38)
by Andrew Lo - Quantifying Systemic Risk (RePEc:ucp:bknber:9780226319285)
by None - The Industrial Organization and Regulation of the Securities Industry (RePEc:ucp:bknber:9780226488479)
by None - Asset Prices and Trading Volume under Fixed Transactions Costs (RePEc:ucp:jpolec:v:112:y:2004:i:5:p:1054-1090)
by Andrew W. Lo & Harry Mamaysky & Jiang Wang - Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (RePEc:ven:wpaper:2011_21)
by Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon - Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices (RePEc:wop:chispw:332)
by Yacine Aït-Sahalia & Andrew W. Lo - Frontiers of Finance: Evolution and Efficient Markets (RePEc:wop:safiwp:99-06-039)
by J. Doyne Farmer & Andrew W. Lo - The Origin of Behavior (RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x)
by Thomas J. Brennan & Andrew W. Lo - Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios (RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080)
by Amir E. Khandani & Andrew W. Lo - Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments (RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s201013921850009x)
by Thomas J. Brennan & Andrew W. Lo & Ruixun Zhang - Sifting Through The Wreckage: Lessons From Recent Hedge-Fund Liquidations (RePEc:wsi:wschap:9789812569448_0002)
by Mila Getmansky & Andrew W. Lo & Shauna X. Mei - It'S 11 Pm—Do You Know Where Your Liquidity Is?: The Mean–Variance–Liquidity Frontier (RePEc:wsi:wschap:9789812700865_0003)
by Andrew W. Lo & Constantin Petrov & Martin Wierzbicki - When Is Time Continuous? (RePEc:wsi:wschap:9789812810663_0003)
by Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo - Where To From Here? (RePEc:wsi:wschap:9789814678339_0027)
by Andrew W. Lo - Asset Prices and Trading Volume Under Fixed Transactions Costs (RePEc:ysm:somwrk:ysm188)
by Andrew Lo & Harry Mamaysky & Jiang Wang - Asset Prices and Trading Volume Under Fixed Transactions Costs (RePEc:ysm:wpaper:ysm188)
by Andrew Lo & Harry Mamaysky & Jiang Wang - Global realignment in financial market dynamics: Evidence from ETF networks (RePEc:zbw:safewp:304)
by Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl