Publications

Systemic Risk and the Refinancing Ratchet Effect

2013
Khandani, Amir E., Andrew W. Lo, and Robert C. Merton (2013), Systemic Risk and the Refinancing Ratchet Effect, Journal of Financial Economics 108 (1), 29–45.

What’s the Use of Economics? Teaching the Dismal Science after the Crisis, Chapter 7

2012
Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

Rethinking the Financial Crisis

2012
Blinder, Alan S., Andrew W. Lo, and Robert M. Solow (2012), Rethinking the Financial Crisis, edited volume, Russell Sage Foundation.

Robust Ranking and Portfolio Optimization

2012
Nguyen, Tri-Dung, and Andrew W. Lo (2012), Robust Ranking and Portfolio Optimization, European Journal of Operational Research 221 (2), 407–416.

What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

2012
Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

A Survey of Systemic Risk Analytics

2012
Bisias, Dimitrios, Mark Flood, Andrew W. Lo, and Stavros Valavanis (2012), A Survey of Systemic Risk Analytics, Annual Review of Financial Economics 4 (1), 255–296.

Commercializing Biomedical Research through Securitization Techniques

2012
Fernandez, Jose-Maria, Roger M. Stein, and Andrew W. Lo (2012), Commercializing Biomedical Research through Securitization Techniques, Nature Biotechnology 30 (10), 964–975.

Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework

2012
Lo, Andrew W., and Thomas J. Brennan (2012), Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework, Texas Law Review 90, 1775–1810.

Estimating the NIH Efficient Frontier

2012
Bisias, Dimitrios, Andrew W. Lo, and James F. Watkins (2012), Estimating the NIH Efficient Frontier, PLoS ONE 7 (5), e34569.

Finance is in Need of a Technological Revolution

2012
Lo, Andrew W. (2012), Finance is in Need of a Technological Revolution, Financial Times, August 27.

Adaptive Markets and the New World Order

2012
Lo, Andrew W. (2012), Adaptive Markets and the New World Order, Financial Analysts Journal 68 (2), 18–29.

An Evolutionary Model of Bounded Rationality and Intelligence

2012
Brennan, Thomas J., and Andrew W. Lo (2012), An Evolutionary Model of Bounded Rationality and Intelligence, PLoS ONE 7 (11), e50310.

Reading About the Financial Crisis: A Twenty-One-Book Review

2012
Lo, Andrew W. (2012), Reading about the Financial Crisis: A Twenty-One-Book Review, Journal of Economic Literature 50 (1), 151–178.

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

2012
Billio, Monica, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon (2012), Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors, Journal of Financial Economics 104 (3), 535–559.

Privacy-Preserving Methods for Sharing Financial Risk Exposures

2012
Abbe, Emmanuel A., Amir E. Khandani, and Andrew W. Lo (2012), Privacy-Preserving Methods for Sharing Financial Risk Exposures, American Economic Review 102 (3), 65–70.