Papers

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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.
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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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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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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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WARNING!: Physics Envy May Be Hazardous to Your Wealth

Risk Management and Systemic Risk 2010 Lo, Andrew W. and Mark Mueller, Journal of Investment Management 8, 13-63.
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Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

Risk Management and Systemic Risk 2009 Lo, Andrew W., Journal of Financial Economic Policy 1, 4-43.