"Do Hedge Funds Increase Systemic Risk?"

Chan, Nicholas, Mila Getmansky, Shane M. Haas and Andrew W. Lo. Federal Reserve Bank of Atlanta Economic Review Vol. 91, No. 4 (2006): 49-80.

"Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model."

Lo, Andrew W. and Jiang Wang. Journal of Finance Vol. 61, No. 6 (2006): 2805-2840.

"Attack of the Clones."

Hasanhodzic, Jasmina and Andrew W. Lo. Institutional Investor's Alpha, June 21, 2006.

The Derivatives Sourcebook.

Lim, Terence, Andrew W. Lo, Robert C. Merton and Myron S. Scholes. Hanover, MA: Now Publishers Inc., 2006.

"Survival of the Richest."

Lo, Andrew W. Harvard Business Review, March 2006.

"Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis."

Lo, Andrew W. Journal of Investment Consulting Vol. 7, No. 2 (2005): 21-44.