Papers

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Re-inventing drug development: A case study of the I-SPY 2 breast cancer clinical trials program

Healthcare Finance 2017 Das, Sonya, and Andrew W. Lo, Contemporary Clinical Trials 62, 168–174.
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The Growth of Relative Wealth and the Kelly Criterion (Working Paper)

Foundations of Financial Behavior and Adaptive Markets 2017 Lo, Andrew W., H. Allen Orr, and Ruixun Zhang, Working Paper.
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Stop-Loss Strategies with Serial Correlation, Regime-Switching, and Transaction Costs

Foundations of Financial Behavior and Adaptive Markets, Risk Management and Systemic Risk 2017 Lo, Andrew W. and Alexander Remorov, Journal of Financial Markets 34, 1–15.
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Hedge Fund Holdings and Stock Market Efficiency

Foundations of Financial Behavior and Adaptive Markets, Capital Markets and Asset-Market Dynamics 2017 Cao, Charles, Bing Liang, Andrew W. Lo, and Lubomir Petrasek, The Review of Asset Pricing Studies, rax015, https://doi.org/10.1093/rapstu/rax015.
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Optimal Financing for R&D-Intensive Firms (Working Paper)

Healthcare Finance 2017 Thakor, Richard T. and Andrew W. Lo, NBER Working Paper 23831.
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Moore’s Law vs. Murphy’s Law in the Financial System: Who’s Winning?

Big Data and Financial Technology, Risk Management and Systemic Risk 2017 Lo, Andrew W., Journal of Investment Management 15(1), 17–38.
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Accelerating Biomedical Innovation: A Case Study of the SPARK Program at Stanford University, School of Medicine

Healthcare Finance 2017 Kim, Esther S., Paige M. C. Omura, and Andrew W. Lo, Drug Discovery Today, doi.org/10.1016/j.drudis.2017.03.015.
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Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology

Healthcare Finance 2017 Montazerhodjat, Vahid, Shomesh E. Chaudhuri, Daniel J. Sargent, and Andrew W. Lo, JAMA Oncology 3(9):e170123. doi:10.1001/jamaoncol.2017.0123.
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Machine-Learning Models for Predicting Drug Approvals and Clinical-Phase Transitions (Working Paper)

Big Data and Financial Technology, Healthcare Finance 2017 Lo, Andrew W., Kien Wei Siah, and Chi Heem Wong, Working Paper.
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Sharing R&D Risk in Healthcare via FDA Hedges (Working Paper)

Healthcare Finance 2017 Jorring, Adam T., Andrew W. Lo, Tomas J. Philipson, Manita Singh, and Richard T. Thakor, Working Paper.