Hedge Funds: An Analytic Perspective.

Lo, Andrew W. Princeton, NJ: Princeton University Press, 2008.

"Efficient Markets Hypothesis."

Lo, Andrew W. In The New Palgrave: A Dictionary of Economics, London, UK: Palgrave Macmillan, 2008.

"What Happened To The Quants In August 2007?"

Khandani, Amir and Andrew W. Lo. Journal of Financial Markets Vol. 14, No. 1 (2007): 1-46.

The International Library of Financial Econometrics Series, Volumes 1-5.

Lo, Andrew W., Charles E. Harris and Susan T. Harris (Eds.). Cheltenham, UK: Edward Elgar Publishing, 2007.

"Can Hedge-Fund Returns Be Replicated? The Linear Case."

Hasanhodzic, Jasmina and Andrew W. Lo. Journal of Investment Management Vol. 5, No. 2 (2007): 5-45.

"Systemic Risk and Hedge Funds."

Chan, Nicholas, Mila Getmansky, Shane M. Haas and Andrew W. Lo. In The Risks of Financial Institutions and the Financial Sector, 235-338. Chicago, IL: University of Chicago Press, 2007.