"Consumer Credit Risk Models via Machine-Learning Algorithms."

Khandani, Amir, Adlar J. Kim and Andrew W. Lo. Journal of Banking & Finance Vol. 34, No. 11 (2010): 2767-2787.

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.

"Impossible Frontiers."

Brennan, Thomas J. and Andrew W. Lo. Management Science Vol. 56, No. 6 (2010): 905-923.

"WARNING: Physics Envy May Be Hazardous To Your Wealth."

Lo, Andrew W. and Mark Mueller. Journal of Investment Management Vol. 8, No. 1 (2010): 13-63.

"Preface in Annual Review of Financial Economics, Volume 1."

Lo, Andrew W. and Robert C. Merton. In Annual Review of Financial Economics, Volume 1, 1-17. Palo Alto, CA: Annual Reviews, 2009.

"Stock Market Trading Volume."

Lo, Andrew W. and Jiang Wang. In Handbook of Financial Econometrics, Volume 2, 242-341. Atlanta, GA: Elsevier Science, 2009.