Resources

Data and Software

Financing Translation: Analysis of the NCATS Rare-Diseases Portfolio (2015)
David E. Fagnan, N. Nora Yang, John C. McKew, and Andrew W. Lo
Rare-diseases megafund model refined using NCATS data
Download Simulation Software in R, Julia, and MATLAB

Financing Drug Discovery for Orphan Diseases (2014)
David E. Fagnan, Austin Gromatzky, Roger M. Stein, Jose-Maria Fernandez, and Andrew W. Lo
Original orphan-diseases megafund model
Download Simulation Software in R, Julia, and MATLAB

Can Financial Engineering Cure Cancer? (2013)
David E. Fagnan, Jose-Maria Fernandez, Andrew W. Lo, and Roger M. Stein
Megafund model with the inclusion of government guarantees
Download Simulation Software in R, Julia, and MATLAB

Commercializing Biomedical Research through Securitization (2012)
Jose-Maria Fernandez, Roger M. Stein, and Andrew W. Lo
Original megafund model
Download Simulation Software in R, Julia, and MATLAB

A Survey of Systemic Risk Analytics (2012)
Dimitrios Bisias, Mark Flood, Andrew W. Lo, and Stavros Valavanis
Sourcecode for the 31 systemic risk analytics included as part of this survey
Download the MATLAB Code