Papers

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ABSTRACT

The Origin of Behavior

Foundations of Financial Behavior and Adaptive Markets 2011 Brennan, Thomas J. and Andrew W. Lo, Quarterly Journal of Finance 7, 1043-1050.
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Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

Foundations of Financial Behavior and Adaptive Markets 2005 Lo, Andrew W., Journal of Investment Consulting 7, 21-44.
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Fear and Greed in Financial Markets: A Clinical Study of Day-Traders

Foundations of Financial Behavior and Adaptive Markets 2005 Lo, Andrew W., Dmitry Repin, and Brett Steenbarger, American Economic Review 95, 352-359.
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The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

Foundations of Financial Behavior and Adaptive Markets 2004 Lo, Andrew W., Journal of Portfolio Management 30, 15-29.
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The Psychophysiology of Real-Time Financial Risk Processing

Foundations of Financial Behavior and Adaptive Markets 2002 Lo, Andrew W. and Dmitry Repin, Journal of Cognitive Neuroscience 14, 323-339.
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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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Frontiers of Finance: Evolution and Efficient Markets

Foundations of Financial Behavior and Adaptive Markets 1999 Farmer, J. Doyne and Andrew W. Lo, Proceedings of the National Academy of Sciences 96, 9991-9992.