"On Black’s Leverage Effect in Firms with No Leverage."

Hasanhodzic, Jasmina and Andrew W. Lo. Journal of Portfolio Management Vol. 46, No. 1 (2019): 106-122. Download Paper.

"Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons."

Chaudhuri, Shomesh E. and Andrew W. Lo. Management Science Vol. 65, No. 9 (2019): 4440-4450. SSRN Preprint.

"Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer."

Siah, Kien Wei, Sean Khozin, Chi Heem Wong, and Andrew W. Lo. JCO Clinical Cancer Informatics Vol. 3, (2019): 1-11.

"Adaptive Platform Trials: Definition, Design, Conduct and Reporting Considerations."

Angus, Derek C., Brian M. Alexander, Scott Berry, Meredith Buxton, Roger Lewis, Melissa Paoloni, Steven A. R. Webb, Steven Arnold, Anna Barker, Donald A. Berry, Marc J. M. Bonten, Mary Brophy, Christopher Butler, Timothy F. Cloughesy, Lennie P. G. Derde, Laura J. Esserman, Ryan Ferguson, Louis Fiore, Sarah C. Gaffey, J. Michael Gaziano, Kathy Giusti, Herman Goossens, Stephane Heritier, Bradley Hyman, Michael Krams, Kay Larholt, Lisa M. LaVange, Philip Lavori, Andrew W. Lo, Alexander J. London, Victoria Manax, Colin McArthur, Genevieve O’Neill, Giovanni Parmigiani, Jane Perlmutter, Elizabeth A. Petzold, Craig Ritchie, Kathryn M. Rowan, Christopher W. Seymour, Nathan I. Shapiro, Diane M. Simeone, Bradley Smith, Bradley Spellberg, Ariel Dora Stern, Lorenzo Trippa, Mark Trusheim, Kert Viele, Patrick Y. Wen, and Janet Woodcock. Nature Reviews Drug Discovery Vol. 18, No. 10 (2019): 797–807.

"Annals Issue in Honor of Jerry A. Hausman: Editors’ Introduction."

Aït-Sahalia, Yacine, Andrew W.Lo, and Whitney K.Newey. Journal of Econometrics Vol. 211, No. 1 (2019): 1-3.

"Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design."

Isakov, Leah, Andrew W. Lo, and Vahid Montazerhodjat. Journal of Econometrics Vol. 211, No. 1 (2019): 117-136. SSRN Preprint.