Lo, Andrew W. and Thomas J. Brennan. Texas Law Review Vol. 90, No. 7 (2012): 1775-1810.
Abbe, Emmanuel A., Amir E. Khandani and Andrew W. Lo. American Economic Review: Papers and Proceedings Vol. 102, No. 3 (2012): 65-70.
Lo, Andrew W. Journal of Economic Literature Vol. 50, No. 1 (2012): 151-178.
Chafkin, Jeremiah, Andrew W. Lo and Robert Sinnott. Journal of Index Investing Vol. 2, No. 2 (2011): 12-35.
Lo, Andrew W. Journal of Monetary Economics Vol. 58, No. 5 (2011): 471–479. Download Paper.
Hasanhodzic, Jasmina, Andrew W. Lo and Emanuele Viola. Quantitative Finance Vol. 11, No. 7 (2011): 1043-1050.