"Systemic Risk and the Refinancing Ratchet Effect."

Khandani, Amir E., Andrew W. Lo and Robert C. Merton. Journal of Financial Economics Vol. 108, No. 1 (2013): 29-45. Download Paper.

"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. Financial Analysts Journal Vol. 69, No. 2 (2013): 22–33. Download Paper.

"Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents."

Kirilenko, Andrei A. and Andrew W. Lo. Journal of Economic Perspectives Vol. 27, No. 2 (2013): 51–72.

Quantifying Systemic Risk.

Haubrich, Joseph G. and Andrew W. Lo (Eds.). Chicago, IL: The University of Chicago Press, 2013.

Rethinking the Financial Crisis.

Blinder, Alan S., Andrew W. Lo and Robert M. Solow. New York, NY: Russell Sage Foundation and The Century Foundation, 2012.

"An Evolutionary Model of Bounded Rationality and Intelligence."

Brennan, Thomas J. and Andrew W. Lo. PLoS ONE Vol. 7, No. 11 (2012): 1-8.