"Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios."

Khandani, Amir and Andrew W. Lo. Quarterly Journal of Finance Vol. 1, No. 2 (2011): 205-264.

"STOC: Securities Trading of Concepts."

Dahan, Ely, Adlar Kim, Andrew W. Lo, Tomaso Poggio and Nicholas Chan. Journal of Marketing Research Vol. 48, No. 3 (2011): 497-517.

"Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices."

Healy, Alexander and Andrew W. Lo. In The Handbook of News Analytics in Finance, Chichester, West Sussex, UK: John Wiley & Sons Ltd., 2011.

"The National Transportation Safety Board: A Model for Systemic Risk Management."

Fielding, Eric, Andrew W. Lo and Jian Helen Yang. Journal of Investment Management Vol. 9, No. 1 (2011): 18-50. Download Paper.

"The Origin of Behavior."

Brennan, Thomas J. and Andrew W. Lo. Quarterly Journal of Finance Vol. 1, No. 1 (2011): 55-108.

"What Happened To The Quants In August 2007? Evidence from Factors and Transactions Data."

Khandani, Amir and Andrew W. Lo. Journal of Financial Markets Vol. 14, No. 1 (2011): 1-46.