"Frontiers of Finance: Evolution and Efficient Markets."

Farmer, J. Doyne and Andrew W. Lo. Proceedings of the National Academy of Sciences Vol. 96, No. 18 (1999): 9991-9992.

A Non-Random Walk Down Wall Street.

Lo, Andrew W. and A. Craig MacKinlay. Princeton, NJ: Princeton University Press, 1999.

"The Three P’s of Total Risk Management."

Lo, Andrew W. Financial Analysts Journal Vol. 55, No. 1 (1999): 13–26.

"Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices."

Aït-Sahalia, Yacine and Andrew W. Lo. Journal of Finance Vol. 53, No. 2 (1998): 499–548.

"Optimal Control of Execution Costs."

Bertsimas, Dimitris and Andrew W. Lo. Journal of Financial Markets Vol. 1, No. 1 (1998): 1–50.

"A Non-Random Walk Down Wall Street: Recent Advances in Financial Technology."

Andrew W. Lo. In Research Dialogues, edited by Frank King. New York, NY: September 1997.