Papers

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ABSTRACT

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.
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Complexity, Concentration, and Contagion: A Comment

Risk Management and Systemic Risk 2011 Lo, Andrew W., Journal of Monetary Economics 58, 471-479.
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The National Transporation Safety Board: A Model for Systemic Risk Management

Risk Management and Systemic Risk 2011 Fielding, Eric, Andrew W. Lo, and Jian Helen Yang, Journal of Investment Management 9, 17-49.
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Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios

Capital Markets and Asset-Market Dynamics 2011 Khandani, Amir and Andrew W. Lo, Quarterly Journal of Finance 1, 1-59.
ABSTRACT

A Computational View of Market Efficiency

Big Data and Financial Technology, Foundations of Financial Behavior and Adaptive Markets 2011 Hasanhodzic, Jasmina, Andrew W. Lo, and Emanuele Viola, Quantitative Finance 7, 1043-1050.