Papers

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ABSTRACT

Using Algorithmic Attribution Techniques to Determine Authorship in Unsigned Judicial Opinions

Big Data and Financial Technology 2013 Li, William, Pablo Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, and Andrew W. Lo, Stanford Technology Review 13, 503-534.
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Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents

Big Data and Financial Technology 2013 Kirilenko, Andrei and Andrew W. Lo, Journal of Economic Perspectives 27, 51-72.
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Learning Connections in Financial Time Series

Big Data and Financial Technology 2013 Ganeshapillai, Gartheeban, John Guttag, and Andrew W. Lo, Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117.
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Can Financial Engineering Cure Cancer?

Healthcare Finance 2013 Fagnan, David, Jose-Maria Fernandez, Andrew W. Lo, and Roger M. Stein, American Economic Review: Papers and Proceedings 103(3), 406-411.
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The Origin of Bounded Rationality and Intelligence

Foundations of Financial Behavior and Adaptive Markets 2013 Lo, Andrew W., Proceedings of the American Philosophical Society 157(3), 269-280.
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Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

Foundations of Financial Behavior and Adaptive Markets 2013 Lo, Andrew W., In: Fouque, J. P. and Langsam, J. A. (eds.), Handbook on Systemic Risk. Cambridge University Press, Cambridge, UK, pp. 622-662.
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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

Risk Management and Systemic Risk 2012 Brennan, Thomas J. and Andrew W. Lo, Texas Law Review 90, 1775-1810.
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A Survey of Systemic Risk Analytics

Risk Management and Systemic Risk 2012 Bisas, Dimitrios, Mark Flood, Andrew W. Lo, and Stavros Valavanis, Annual Review of Financial Economics 4, 255-296.
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Reading About the Financial Crisis: A Twenty-One Book Review

Risk Management and Systemic Risk 2012 Lo, Andrew W., 2012, Journal of Economic Literature 50, 151-178.
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Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

Risk Management and Systemic Risk 2012 Billio, Monica, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon, Journal of Financial Economics 104, 535-559.