Papers

TO
ABSTRACT

Consumer Credit Risk Models via Machine-Learning Algorithms

Big Data and Financial Technology, Risk Management and Systemic Risk 2010 Khandani, Amir E., Adlar J. Kim, and Andrew W. Lo, Journal of Banking & Finance 34, 2767-2787.
ABSTRACT

What Happened to the Quants in August 2007?

Capital Markets and Asset-Market Dynamics, Risk Management and Systemic Risk 2007 Khandani, Amir E. and Andrew W. Lo, Journal of Investment Management 5, 29-78.
ABSTRACT

Systemic Risk and Hedge Funds

Capital Markets and Asset-Market Dynamics, Risk Management and Systemic Risk 2006 Chan, Nicholas, Mila Getmansky, Shane Haas, and Andrew W. Lo, In: Carey, M. and Stulz, R. M. (eds.), The Risks of Financial Institutions. University of Chicago Press, Chicago, IL, pp. 235-330.
ABSTRACT

Do Hedge Funds Increase Systemic Risks?

Risk Management and Systemic Risk 2006 Chan, Nicholas, Mila Getmansky, Shane Haas, and Andrew W. Lo, Federal Reserve Bank of Atlanta Economic Review Q4, 352-359.