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Lo, Andrew W.


 SSRN Author Rank: 21 by Downloads
 Harris & Harris Group Professor
 

Massachusetts Institute of Technology (MIT) - Sloan School of Management


 100 Main Street
 E62-618
 Cambridge, MA 02142
 United States
 617-253-0920 (Phone)
 781 891-9783 (Fax)
 HOME PAGE: http://web.mit.edu/alo/www
 email address
 Principal Investigator
 

Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)


 Stata Center
 Cambridge, MA 02142
 United States
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Lo, Andrew W.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
145,507
Total
Citations
3,095
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
31 Jul 01
Last Revised:
13 Feb 02
15,118
(99)
65

2.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
21 Sep 07
Last Revised:
20 Jul 09
13,684
(123)
98

3.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Nov 08
9,740
(230)
8

4.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 May 05
Last Revised:
05 Nov 10
9,552
(238)
30

5.   Incl. Electronic Paper
Hasanhodzic, Jasmina
Boston University
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Aug 06
Last Revised:
17 Jul 07
8,749
(289)
50

6.  
Efficient Markets Hypothesis | Show Abstract | Download This Paper | Open PDF in Browser |
THE NEW PALGRAVE: A DICTIONARY OF ECONOMICS, L. Blume, S. Durlauf, eds., 2nd Edition, Palgrave Macmillan Ltd., 2007
Number of Pages in PDF File: 28
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
06 Jun 07
6,984
(442)
11

7.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
26 Mar 08
Last Revised:
09 Jul 10
6,415
(521)
10

8.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Oct 11
Last Revised:
10 Jan 12
6,412
(524)
6

9.   Incl. Electronic Paper
Chan, Nicholas T.
AlphaSimplex Group, LLC
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Haas, Shane M.
AlphaSimplex Group, LLC
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
07 Mar 05
Last Revised:
10 Aug 10
4,774
(847)
72

10.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
15 Oct 04
4,453
(963)
55

11.  
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors | Show Abstract | Download This Paper | Open PDF in Browser |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Number of Pages in PDF File: 57
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
23 Nov 11
Last Revised:
25 Apr 12
4,039
(1,156)
41

12.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
05 Mar 10
Last Revised:
13 Jul 10
4,003
(1,176)
11

13.  
Financial Econometrics | Show Abstract | Download This Paper | Open PDF in Browser |
International Library of Financial Econometrics, Forthcoming
Number of Pages in PDF File: 31
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Jun 07
3,850
(1,237)
 

14.   Incl. Electronic Paper
Bisias, Dimitrios
Massachusetts Institute of Technology (MIT)
Flood, Mark D.
Office of Financial Research
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Valavanis, Stavros
Massachusetts Institute of Technology (MIT)
Posted:
11 Jan 12
Last Revised:
20 Sep 14
3,204
(1,725)
16

15.   Incl. Electronic Paper
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Makarov, Igor
London Business School
Posted:
07 Mar 03
Last Revised:
01 Nov 10
3,066
(1,850)
205

16.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 Oct 08
Last Revised:
12 Jul 10
3,055
(1,864)
40

17.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
01 Jan 12
Last Revised:
05 Jun 12
2,792
(2,235)
 

18.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
04 May 09
2,519
(2,697)
3

19.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Repin, Dmitry V.
SKOLKOVO Moscow School of Management
Steenbarger, Brett N.
SUNY Upstate Medical University - Department of Psychiatry and Behavioral Sciences
Posted:
15 Apr 05
Last Revised:
25 Dec 11
1,852
(4,543)
18

20.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mamaysky, Harry
Independent
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
03 Jun 01
Last Revised:
22 Oct 10
1,796
(4,785)
69

21.  
When Is Time Continuous? | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98
Number of Pages in PDF File: 51
Bertsimas, Dimitris
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Sep 98
1,778
(4,863)
25

22.  
Stock Market Trading Volume | Show Abstract | Download This Paper | Open PDF in Browser |
THE HANDBOOK OF FINANCIAL ECONOMETRICS, Y. A¨ıt-Sahalia and L. Hansen, eds., New York: North-Holland, 2009
Number of Pages in PDF File: 110
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 May 09
1,622
(5,725)
5

23.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Jun 98
1,453
(6,923)
107

24.   Incl. Electronic Paper
Brennan, Thomas J.
Harvard Law School
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 Nov 08
Last Revised:
10 Sep 10
1,393
(7,431)
2

25.  
Poggio, Tomaso
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
LeBaron, Blake
Brandeis University - International Business School
Chan, Nicholas T.
AlphaSimplex Group, LLC
Posted:
19 Nov 01
1,374
(7,613)
7

26.  
Brennan, Thomas J.
Harvard Law School
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
15 Nov 09
Last Revised:
23 Nov 10
1,363
(7,709)
12

27.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Oct 11
1,344
(7,893)
3

28.  
Can Hedge Funds Time Market Liquidity? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Number of Pages in PDF File: 55
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University (TAMU) - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Jan 10
Last Revised:
18 Feb 15
1,302
(8,333)
21

29.  
A Complete Theory of Human Behavior | Show Abstract | Download This Paper | Open PDF in Browser |
American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
Number of Pages in PDF File: 7
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
12 Aug 11
1,273
(8,628)
1

30.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Merton, Robert C.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
15 Sep 09
Last Revised:
05 Feb 12
1,263
(8,734)
18

31.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 Oct 01
Last Revised:
11 Sep 09
1,198
(9,568)
30

32.  
Kirilenko, Andrei A.
Massachusetts Institute of Technology (MIT) Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Mar 13
Last Revised:
10 Apr 13
1,148
(10,229)
 

33.   Incl. Electronic Paper
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
29 Jun 09
Last Revised:
16 Mar 10
1,131
(10,496)
7

34.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Repin, Dmitry V.
SKOLKOVO Moscow School of Management
Posted:
18 Sep 01
Last Revised:
25 Dec 11
1,066
(11,516)
27

35.  
Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Management, 4th Quarter, 2004
Number of Pages in PDF File: 44
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Nov 04
1,065
(11,541)
32

36.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
01 Nov 09
Last Revised:
16 Nov 09
964
(13,422)
1

37.  
Modeling and Measuring Systemic Risk | Show Abstract | Download This Paper | Open PDF in Browser |
American Economic Association, Ten Years and Beyond: Economists Answer NSF's Call for Long-Term Research Agendas
Number of Pages in PDF File: 5
Brunnermeier, Markus K.
Princeton University - Department of Economics
Hansen, Lars Peter
University of Chicago - Department of Economics
Kashyap, Anil K.
University of Chicago, Booth School of Business
Krishnamurthy, Arvind
Northwestern University - Kellogg School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
12 Aug 11
807
(17,643)
3

38.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mamaysky, Harry
Independent
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 May 00
Last Revised:
11 Sep 09
769
(18,874)
77

39.  
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Kim, Adlar J.
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
13 Mar 10
Last Revised:
28 Mar 10
580
(28,131)
1

40.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Naraharisetti, Sourya V.
Duke University
Posted:
24 Sep 13
Last Revised:
21 Dec 13
568
(28,961)
 

41.  
Li, William P.
Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Azar, Pablo
Massachusetts Institute of Technology (MIT) - MIT Computer Science and Artificial Intelligence Laboratory
Larochelle, David
Harvard University - Berkman Center for Internet & Society
Hill, Phil
Harvard University - Berkman Center for Internet & Society
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
21 Oct 14
536
(31,273)
 

42.  
Hasanhodzic, Jasmina
Boston University
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Feb 11
479
(36,167)
4

43.  
Hasanhodzic, Jasmina
Boston University
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Viola, Emanuele
Northeastern University
Posted:
26 Feb 10
Last Revised:
25 Jan 15
424
(42,222)
1

44.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
25 Jul 07
385
(47,545)
348

45.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
11 Jan 12
349
(53,598)
 

46.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
27 Apr 00
307
(62,270)
290

47.  
Dahan, Ely
UCLA Medical School Urology Research
Kim, Adlar J.
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Poggio, Tomaso
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Chan, Nicholas T.
AlphaSimplex Group, LLC
Posted:
23 Jul 08
Last Revised:
20 Sep 10
287
(67,136)
6

48.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Jun 15
Last Revised:
25 Jun 15
276
(70,104)
 

49.   Incl. Electronic Paper
Fielding, Eric
National Transportation Safety Board
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Yang, Jian Helen
MIT Sloan School of Management
Posted:
24 Oct 10
Last Revised:
09 Apr 11
274
(70,648)
3

50.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
03 Oct 10
265
(73,147)
 

51.  
Hedge Fund Holdings and Stock Market Efficiency | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2014-36
Number of Pages in PDF File: 61
Cao, Charles
Pennsylvania State University
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Petrasek, Lubomir
Federal Reserve Board
Posted:
25 May 14
223
(87,851)
 

52.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Brennan, Thomas J.
Harvard Law School
Posted:
30 May 12
Last Revised:
05 Sep 12
172
(112,850)
1

53.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
16 Jul 04
169
(114,607)
39

54.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
25 Jul 00
153
(125,136)
29

55.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Dec 99
Last Revised:
11 Sep 09
122
(150,603)
155

56.  
Econometric Models of Limit-Order Executions | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w6257
Number of Pages in PDF File: 66
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Zhang, June
affiliation not provided to SSRN
Posted:
24 Jul 00
121
(151,579)
42

57.  
Long-Term Memory in Stock Market Prices | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w2984
Number of Pages in PDF File: 47
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Oct 07
117
(155,482)
114

58.  
Abbe, Emmanuel A.
Ecole Polytechnique Fédérale de Lausanne
Khandani, Amir
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Nov 11
Last Revised:
25 Nov 11
115
(157,466)
2

59.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
28 Dec 06
112
(160,617)
139

60.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
27 Apr 00
110
(162,772)
244

61.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Jun 07
Last Revised:
01 Sep 10
106
(167,097)
41

62.   Incl. Electronic Paper
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Dec 98
Last Revised:
11 Sep 09
103
(170,547)
38

63.   Incl. Electronic Paper
Thakor, Richard T.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 Jan 15
Last Revised:
22 Jun 15
101
(172,917)
 

64.  
Estimating Policy Trajectories During the Financial Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
NLP Unshared Task in PoliInformatics 2014
Number of Pages in PDF File: 5
Li, William P.
Massachusetts Institute of Technology (MIT) - Computer Science and Artificial Intelligence Laboratory (CSAIL)
Larochelle, David
Harvard University - Berkman Center for Internet & Society
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
09 Jun 14
98
(176,600)
 

65.   Incl. Electronic Paper
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Aug 98
Last Revised:
24 Sep 10
95
(180,292)
150

66.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
26 Jul 10
92
(184,123)
50

67.  
Hausman, Jerry A.
Massachusetts Institute of Technology (MIT) - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mackinlay, A. Craig
University of Pennsylvania - Finance Department
Posted:
27 Dec 06
85
(193,609)
64

68.  
Ait-Sahalia, Yacine
Princeton University - Department of Economics
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Jul 00
80
(200,963)
109

69.  
Bertsimas, Dimitris
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Jul 00
73
(212,240)
1

70.  
Hutchinson, James M.
Acorn Partners
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Poggio, Tomaso
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences
Posted:
16 Aug 00
67
(222,538)
34

71.  
Haubrich, Joseph G.
Federal Reserve Bank of Cleveland
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Aug 07
46
(266,438)
2

72.   Incl. Electronic Paper
Butaru, Florentin
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Chen, Qingqing
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Clark, Brian J.
Rensselaer Polytechnic Institute (RPI)
Das, Sanmay
Washington University, St. Louis
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Siddique, Akhtar R.
Office of the Comptroller of the Currency - Enterprise Risk Analysis Division
Posted:
16 Jun 15
Last Revised:
02 Jul 15
29
(315,116)
 

73.  
The Derivatives Sourcebook | Show Abstract | Add to Cart |
Foundations and Trends in Finance, Vol. 1, No. 5-6, 2005
Number of Pages in PDF File: 210
Lim, Terence
Goldman Sachs Group, Inc. - Asset Management Group
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Merton, Robert C.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Scholes, Myron S.
Platinum Grove Asset Management L.P.
Posted:
15 Jun 10
18
(360,789)
 

74.  
Hedge Fund Beta Replication: A Five-Year Retrospective | Show Abstract |
Journal of Investment Management (JOIM), Third Quarter 2014
Lee, Peter
Independent
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Nov 14
 

75.  
Introduction to Volume 5 of the Annual Review of Financial Economics | Show Abstract |
Annual Review of Financial Economics, Vol. 5, pp. 1-7, 2013
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Nov 13
 

76.  
Cao, Charles
Pennsylvania State University
Farnsworth, Grant V
Pennsylvania State University - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance & Operations Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 May 13
 

77.  
Perspectives: Adaptive Markets and the New World Order | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 2, 2012
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
28 Mar 12
 

78.  
Preface to the Annual Review of Financial Economics | Show Abstract |
Annual Review of Financial Economics, Vol. 1, pp. 01-17, 2009
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Merton, Robert C.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
03 Jun 10
 

79.  
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Patel, Pankaj N.
ISI Group
Posted:
17 Dec 07
 

80.  
It's 11pm - Do You Know Where Your Liquidity Is? The Mean-Variance Liquidity Frontier | Show Abstract |
Journal Of Investment Management, Vol. 1, No. 1, First Quarter 2003
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Petrov, Constantin
affiliation not provided to SSRN
Wierzbicki, Martin
affiliation not provided to SSRN
Posted:
27 Aug 06
 

81.  
Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures | Show Abstract |
Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2004
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
10 Dec 04
 

82.  
The Statistics of Sharpe Ratios | Show Abstract |
Financial Analysts Journal, Vol. 58, No. 4, July/August 2002
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Feb 03
 

83.  
Bertsimas, Dimitris
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
30 Jun 98
 


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. Lo, Andrew W.'s Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
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Kaminski, Kathryn
Massachusetts Institute of Technology (MIT)
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
05 Mar 07
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