Butaru, Florentin, Qingqing Chen, Brian Clark, Sanmay Das, Andrew w. Lo, and Akhtar Siddique. Journal of Banking and Finance Vol. 72, (2016): 218-239.
Lo, Andrew W. In Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor, edited by John B. Guerard, Jr., ix-xiv. Switzerland: Springer International Publishing AG, 2016.
Azar, Pablo D., and Andrew W. Lo. Journal of Portfolio Management Vol. 42, No. 5 (2016): 123-134.
Levin, Simon, and Andrew W. Lo. Christian Science Monitor, August 22, 2016.
Lo, Andrew W. Federal Reserve Bank of New York Vol. 22, No. 1 (2016): 17-42.
Leibowitz, Martin, Andrew W. Lo, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel. Financial Analysts Journal Vol. 72, No. 4 (2016): 17-25.