Papers

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Risk and Risk Management in the Credit Card Industry

Risk Management and Systemic Risk 2016 Butaru, Florentin, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo, and Akhtar Siddique, Journal of Banking & Finance 72, 218-239.
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What is an Index?

Foundations of Financial Behavior and Adaptive Markets, Capital Markets and Asset-Market Dynamics, Risk Management and Systemic Risk 2016 Journal of Portfolio Management 42 (2), 21-36.
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TRC Networks and Systemic Risk (Working Paper)

Risk Management and Systemic Risk 2015 Lo, Andrew W. and Roger M. Stein
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Opinion: A New Approach to Financial Regulation

Foundations of Financial Behavior and Adaptive Markets, Risk Management and Systemic Risk 2015 Levin, Simon and Andrew W. Lo, Proceedings of the National Academy of Sciences 112(41), 12543-12544.
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Can Hedge-Fund Returns Be Replicated?: The Linear Case

Capital Markets and Asset-Market Dynamics, Risk Management and Systemic Risk 2007 Hasanhodzic, Jasmina and Andrew W. Lo, Journal of Investment Management 5, 5-45.
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Dynamic Loss Probabilities and Implications for Financial Regulation

Foundations of Financial Behavior and Adaptive Markets, Risk Management and Systemic Risk 2014 Brennan, Thomas J. and Andrew W. Lo, Yale Journal on Regulation 31, 667-734.
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When Do Stop-Loss Rules Stop Losses?

Risk Management and Systemic Risk 2014 Kaminski, Kathryn and Andrew W. Lo, Journal of Financial Markets 18, 234-254.
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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.
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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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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.