Papers

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ABSTRACT

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.
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Privacy-Preserving Methods for Sharing Financial Risk Exposures

Big Data and Financial Technology, Risk Management and Systemic Risk 2012 Abbe, Emmanuel A., Amir E. Khandani, and Andrew W. Lo, American Economic Review: Papers and Proceedings 102, 65-70.
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Adaptive Markets and the New World Order

Foundations of Financial Behavior and Adaptive Markets 2012 Lo, Andrew W., Financial Analysts Journal 68, 18-29.
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An Evolutionary Model of Bounded Rationality and Intelligence

Foundations of Financial Behavior and Adaptive Markets 2012 Brennan, Thomas J. and Andrew W. Lo, PLoS ONE 7(11), e50310.
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Commercializing Biomedical Research through Securitization

Healthcare Finance 2012 Fernandez, Jose-Maria, Roger M. Stein, and Andrew W. Lo, Nature Biotechnology 30, 964-975.
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Estimating the NIH Efficient Frontier

Healthcare Finance 2012 Bisias, Dimitrios, Andrew W. Lo, and James F. Watkins, PLoS ONE 7(5), e34569.