Publications

Business Models to Cure Rare Disease: A Case Study of Solid Biosciences

2016
Kim, Esther S., and Andrew W. Lo (2016), Business Models to Cure Rare Disease: A Case Study of Solid Biosciences, Journal of Investment Management 14 (4), 87–101.

Q Group Panel Discussion: Looking to the Future

2016
Leibowitz, Martin, Andrew W. Lo, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel (2016), Q Group Panel Discussion: Looking to the Future, Financial Analysts Journal 72 (4), 17–25.

Imagine if Robo Advisers Could Do Emotions

2016
Lo, Andrew W. (2016), Imagine if Robo Advisers Could Do Emotions, Wall Street Journal, June 6.

Spectral Portfolio Theory

2016

Health Care Loans For Hep C Cure

2016
Lo, Andrew W., and David Weinstock (2016), ‘Health Care Loans’ for Hep C Cure, Boston Globe, February 24.

Buying Cures Versus Renting Health: Financing Health Care with Consumer Loans

2016
Montazerhodjat, Vahid, David M. Weinstock, and Andrew W. Lo (2016), Buying Cures versus Renting Health: Financing Health Care with Consumer Loans, Science Translational Medicine 8 (327), 327ps6.

Financing Drug Discovery via Dynamic Leverage

2016
Montazerhodjat, Vahid, John J. Frishkopf, and Andrew W. Lo (2016), Financing Drug Discovery via Dynamic Leverage, Drug Discovery Today 21 (3), 410–414.

Risk and Risk Management in the Credit Card Industry

2016
Butaru, Florentin, Qingqing Chen, Brian Clark, Sanmay Das, Andrew W. Lo, and Akhtar Siddique (2016), Risk and Risk Management in the Credit Card Industry, Journal of Banking & Finance 72, 218–239.

Lessons From Hollywood: A New Approach To Funding R&D

2016
Lo, Andrew W., and Gary Pisano (2016), Lessons From Hollywood: A New Approach to Funding R&D, Sloan Management Review 57 (2), 47–57.

What Is An Index?

2016
Lo, Andrew W. (2016), What Is an Index?, Journal of Portfolio Management 42 (2), 21–36.

The Gordon Gekko Effect: The Role of Culture in the Financial Industry

2016
Lo, Andrew W. (2016), The Gordon Gekko Effect: The Role of Culture in the Financial Industry, FRBNY Economic Policy Review 22 (1), 17–42.

The Wisdom of Crowds vs. the Madness of Mobs

2015
Lo, Andrew W. (2015), The Wisdom of Crowds vs. the Madness of Mobs, In Handbook of Collective Intelligence, edited by Thomas W. Malone and Michael S. Bernstein, 21–38.

Portfolio Theory

2015
Brennan, Thomas J., Andrew W. Lo, and Tri-Dung Nguyen (2015), Portfolio Theory, In The Princeton Companion to Applied Mathematics, edited by Nicholas J. Higham, 648–658.

Where to From Here?

2015
Lo, Andrew W. (2015), Where To From Here?: Financial Regulation 2.0, In The New International Financial System: Analyzing the Cumulative Impact of Regulatory Reform, 569–577.

Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

2015
Chaudhuri, Shomesh E., and Andrew W. Lo (2015), Spectral Analysis of Stock-Return Volatility, Correlation, and Beta, 2015 IEEE Signal Processing and Signal Processing Education Workshop (SP/SPE), 232–236.