Lo, Andrew W., Dmitry Repin and Brett Steenbarger. American Economic Review Vol. 95, No. 2 (2005): 352-359.
Getmansky, Mila, Andrew W. Lo and Igor Makarov. Journal of Financial Economics Vol. 74, (2004): 529-609.
Getmansky, Mila, Andrew W. Lo and Shauna X. Mei. Journal of Investment Management Vol. 2, No. 4 (2004): 6-38.
Lo, Andrew W., Harry Mamaysky and Jiang Wang. Journal of Political Economy Vol. 112, No. 5 (2004): 1054-1090.
Lo, Andrew W. Journal of Portfolio Management Vol. 30, No. 5 (2004): 15-29.
Lo, Andrew W., Constantin Petrov and Martin Wierzbicki. Journal of Investment Management Vol. 1, No. 1 (2003): 55-93.