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Andrew W. Lo is the Charles E. and Susan T. Harris professor of finance at the MIT Sloan School of Management and the director of MIT’s Laboratory for Financial Engineering. He is also a principal investigator in MIT’s Computer Science and Artificial Intelligence Laboratory and has a joint faculty appointment with MIT’s Electrical Engineering and Computer Science Department. His research is focused on the fundamental aspects of investments and financial markets, including measuring illiquidity risk in hedge-fund returns, systemic risk, and most recently, evolutionary and neurobiological models of risk preferences and financial markets. His awards include the Harry M. Markowitz Award, the Alfred P. Sloan Foundation Fellowship, the Paul A. Samuelson Award, the American Association for Individual Investors Award, the Graham and Dodd Award, the 2001 IAFE-SunGard Financial Engineer of the Year Award, a Guggenheim Fellowship, and the CFA Institute’s James R. Vertin Award. He has published numerous articles in finance and economics journals, and is co-author of The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, and The Evolution of Technical Analysis, and author of Hedge Funds: An Analytic Perspective. In addition to his roles at MIT, Lo is chairman and chief investment strategist at AlphaSimplex Group and a member of the board of overseers for the Beth Israel Deaconness Medical Center. Professor Lo received a BA from Yale University and a PhD from Harvard University, both in economics.
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