"Risk Management For Hedge Funds: Introduction and Overview."

Lo, Andrew W. Financial Analysts Journal Vol. 57, No. 6 (2001): 16–33.

"Personal Indexes."

Lo, Andrew W. Journal of Indexes Vol. Q3, (2001): 26-35.

"Computational Challenges of Financial Engineering."

Haugh, Martin B. and Andrew W. Lo. Computing in Science and Engineering Vol. 3, No. 3 (2001): 54–59.

"Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach."

Bertsimas, Dimitris, Leonid Kogan and Andrew W. Lo. Operations Research Vol. 49, No. 3 (2001): 372–397.

"Asset Allocation and Derivatives."

Haugh, Martin B. and Andrew W. Lo. Quantitative Finance Vol. 1, No. 1 (2001): 45–72.

"Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation."

Lo, Andrew W., Harry Mamaysky and Jiang Wang. Journal of Finance Vol. 55, No. 4 (2000): 1705–1765.