Andrew Lo

Charles E. and Susan T. Harris Professor
Professor of Finance
Director, Laboratory for Financial Engineering

Biography | Selected Publications

Measuring Systemic Risk in the Finance and Insurance Sectors (2010)

A Non-Random Walk Down Wall Street. Princeton, NJ: Princeton University Press, 1999.

Market Efficiency: Stock Market Behaviour in Theory and Practice (International Library of Critical Writings in Financial Economics, 3). Cheltenham, UK ; Lyme, NH: Edward Elgar, 1997.

The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press, 1997.

The Industrial Organization and Regulation of the Securities Industry (National Bureau of Economic Research Conference Report). Chicago, IL: University of Chicago Press, 1996.

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Contact Information
Office: E62-618
Tel: (617) 253-0920
Fax: (617) 258-6855
E-mail: alo@mit.edu
Support Staff
Name: Patricia Thompson
Tel: (617) 715-4817
Name: Jayna Cummings
Tel: (617) 258-5727
Group(s)

Research Center(s)

General Expertise
Analyst forecasts; Angel investing; Applied economics; Applied math; Applied probability; Arbitrage pricing theory; Artificial intelligence; Asset management and pricing; Banking; Banking management; Banking operations and policy; Banking regulation; Bankruptcy; Bayesian networks; Bayesian statistics; Bond markets; Bond negotiations; Bond pricing; Business education; Business intelligence; Business plans; Capital budgeting; Capital controls; Capital market; CEO compensation; Chat rooms, investment; Consumer behavior; Contagion; Corporate finance; Corporate governance; Corporate strategy and policy; Currency; Data acquisition; Data mining; Decision making, decision support; Deflation; Derivatives; Disaster recovery; Distance learning; Diversification, corporate; Dividend policy; Dot-com; E-commerce; Econometrics; Economic crisis; Economics; Economy, current conditions; Education; Emerging businesses; Entrepreneurial finance; Entrepreneurial management; Entrepreneurship / New ventures; Equities; Euro; Exchange rates; Executive compensation; Executive education; Federal Reserve; Financial econometrics; Financial engineering; Financial information technology; Financial markets; Financial reporting; Financial services; Financial statement analysis; Foreign investment; Futures; Government; Hedge funds; Hurdle rates; Inflation; Information technology; Information technology, artificial intelligence; Intellectual property; Intellectual property law; Interest rates; International finance; Intertemporal choice; Investment analysis; Investment banking; Investment risk; Investment strategies; Knowledge sharing; Law; Macroeconomics; Market, categorical structures in; Mathematical programming; MBA; Mergers and acquisitions; Mortgage funds; Mutual funds; Neural networks; New stock markets; New ventures; Non-linear dynamics; Online banking; Online feedback mechanisms; Operations research; Optimal control; Optimization; Options; Patents; Pensions; Personal finance; Portfolio choice; Portfolio design and management; Private equity; Probability, applied; Research and development; Research, academic; Retirement planning; Revenue management; Risk capital; Risk management; Sampling; Securities and Exchange Commission; Security prices; Simulation; Software agents; Startups; Statistics; Stochastic modeling; Stock exchange; Stock exchange consolidation; Stock market; Stock options; Stock trading; Sub-prime lending; Technology; Trading decisions; Treasuries; Valuation; Venture capital; Wall Street; Web-based marketing