Charles E. and Susan T. Harris Professor
Professor of Finance
Biography | Selected Publications
"Unintended Consequences of Expensive Cancer Therapeutics—The Pursuit of Marginal Indications and a Me-Too Mentality That Stifles Innovation and Creativity." Fojo, Tito, Sham Mailankody, and Andrew W. Lo. JAMA Otolaryngol Head Neck Surg, 140(12): 1225-1236. (2014)
"New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc." Lo, Andrew W., and Sourya V. Naraharisetti (2014). Journal of Investment Management, 12(1): 4-19 (2014)
"Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions." Li, William, Pablo Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, and Andrew W. Lo (June 2013). Stanford Technology Law Review 16(3): 503-534
"Learning Connections in Financial Time Series." Gartheeban Ganeshapillai, John Guttag, and Andrew W. Lo (2013). Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117. (2013)
"Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents." Kirilenko, Andrei A., and Andrew W. Lo (Spring 2013). Journal of Economic Perspectives 27(2): 51–72
"On a New Approach for Analyzing and Managing Macrofinancial Risks." Merton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon (2013). Financial Analysts Journal, 69(2): 22-33. (2013)
"What Post-Crisis Changes Does the Economics Discipline Need? Beware of Theory Envy!" Lo, Andrew W. In Coyle, Diane (ed.), What's the Use of Economics: Teaching the Dismal Science After the Crisis. London, UK: London Publishing Partnership, 2012
"Commercializing Biomedical Research Through Securitization Techniques." Fernandez, Jose-Maria, Roger M. Stein, and Andrew W. Lo (September 2012). Nature Biotechnology, 30(10): 964-975.
"Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors." Billio, Monica, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon (June 2012). Journal of Financial Economics 104(3), 535-559.
"Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?" Lo, Andrew W., and Thomas J. Brennan (May 2012). Texas Law Review 90(7): 1775-1810.
Measuring Systemic Risk in the Finance and Insurance Sectors. Monica Billio, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon, Working Paper (2011)
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals. Lo, Andrew W., and Jasmina Hasanhodzic. Hoboken, NJ: John Wiley & Sons, Inc., 2010.
The Heretics of Finance. Lo, Andrew W., and Jasmina Hasanhodzic. New York, NY: Bloomberg Press. 2009
Hedge Funds: An Analytic Perspective. Lo, Andrew W. Princeton, NJ: Princeton University Press, 2008
"Do Hedge Funds Increase Systemic Risk?" Chan, Nicholas, Mila Getmansky, Shane M. Haas, and Andrew W. Lo (2006). Federal Reserve Bank of Atlanta Economic Review, 91(4): 49–80. (2006)
"Marketable Alternatives." Lo, Andrew W. Commonfund Quarterly, Fall 2002.
"A Non-Random Walk Down Wall Street: Recent Advances in Financial Technology." Lo, Andrew W. (September 1997). Research Dialogues 52, TIAA-CREF.
The Econometrics of Financial Markets. Campbell, John Y., Andrew W. Lo, and A. Craig MacKinlay. Princeton, NJ: Princeton University Press, 1997.
The Industrial Organization and Regulation of the Securities Industry (National Bureau of Economic Research Conference Report). Lo, Andrew W. (ed.). Chicago, IL: University of Chicago Press, 1995.View complete list of publications (PDF) >>
Analyst forecasts; Angel investing; Applied economics; Applied mathematics; Applied probability; Arbitrage pricing theory; Artificial intelligence; Asset management; Asset pricing; Banking; Banking management; Banking operations and policy; Banking regulation; Bankruptcy; Bayesian networks; Bayesian statistics; Bayesian statistics; Big data; Biopharmaceutical; Biotechnology; Bond markets; Bond negotiations; Bond pricing; Business intelligence; Business plans; Cancer; Capital budgeting; Capital controls; Capital market; CEO compensation; Clinical trials; Consumer behavior; Contagion; Corporate diversification; Corporate finance; Corporate governance; Corporate strategy and policy; Currency; Cyber security; Data acquisition; Data analysis; Data mining; Decision making; Deflation; Derivatives; Disaster recovery; Distance learning; Dividend policy; Dot-com; Drug models; eCommerce; Econometrics; Economic crisis; Economics; Education; Emerging businesses; Entrepreneurial finance; Entrepreneurial management; Equities; Euro; Exchange rates; Executive compensation; Federal Reserve; Financial econometrics; Financial engineering; Financial information technology; Financial information technology; Financial markets; Financial reporting; Financial services; Financial statement analysis; Foreign investment; Futures; Government; Healthcare; Healthcare industry; Hedge funds; Hurdle rates; Inflation; Intellectual property; Intellectual property law; Interest rates; International finance; Internet privacy issues; Intertemporal choice; Investment analysis; Investment banking; Investment risk; Investment strategies; Knowledge sharing; Macroeconomics; Mathematical programming; MBA; Medical decision making; Medicine; Mergers and acquisitions; Mobile banking; MOOCs; Mortgage funds; Mutual funds; Neural networks; New venture development; New ventures; Non-linear dynamics; Online banking; Online education; Online feedback mechanisms; Operations research; Optimal control; Optimization; Options; Patents; Pensions; Personal finance; Pharmaceuticals; Portfolio choice; Portfolio design and management; Private equity; Research and development; Retirement planning; Revenue management; Risk capital; Risk management; Sampling; Securities and Exchange Commission (SEC); Security prices; Simulation; Software agents; Startups / Start-ups; Statistics; Stochastic modeling; Stock exchange; Stock exchange consolidation; Stock market; Stock options; Stock trading; Subprime lending; Trading decisions; Treasuries; Venture capital; Wall Street; Web-based marketing