Papers

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ABSTRACT

Group Selection as Behavioral Adaptation to Systematic Risk

Foundations of Financial Behavior and Adaptive Markets 2014 Zhang, Ruixun, Thomas J. Brennan, and Andrew W. Lo, PLoS ONE 9(10), e110848.
ABSTRACT

Parallel Discovery of Alzheimer’s Therapeutics

Healthcare Finance 2014 Lo, Andrew W., Carole Ho, Jayna Cummings, and Kenneth S. Kosik, Science Translational Medicine 6 (241), 241cm5.
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On a New Approach for Analyzing and Managing Macrofinancial Risks

Risk Management and Systemic Risk 2013 Merton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon, Financial Analysts Journal 69(2), 22-33.
ABSTRACT

Systemic Risk and the Refinancing Ratchet Effect

Risk Management and Systemic Risk 2013 Khandani, Amir E., Andrew W. Lo, and Robert C. Merton, Journal of Financial Economics 108, 29-45.
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Can Hedge Funds Time Market Liquidity?

Capital Markets and Asset-Market Dynamics 2013 Cao, Charles, Yong Chen, Bing Liang, and Andrew W. Lo, Journal of Financial Economics 109, 493-516.
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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.
ABSTRACT

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.
ABSTRACT

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.
ABSTRACT

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.