Publications

Consumer Credit-Risk Models via Machine-Learning Algorithms

2010
Khandani, Amir E., Adlar J. Kim, and Andrew W. Lo (2010), Consumer Credit-Risk Models via Machine-Learning Algorithms, Journal of Banking & Finance 34 (11), 2767–2787.

Impossible Frontiers

2010
Brennan, Thomas J., and Andrew W. Lo (2010), Impossible Frontiers, Management Science 56 (6), 905–923.

The Heretics of Finance

2009
Lo, Andrew W., and Jasmina Hasanhodzic (2009), The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis, Bloomberg Press.

Mind the GAAP—and Find Out About Your Risks

2009
Lo, Andrew W., and David E. Runkle (2009), Mind the GAAP—and Find Out About Your Risks, Financial Times, April 2.

Everything Tomorrow’s Leaders Should Know

2009
Lo, Andrew W. (2009), Everything Tomorrow’s Leaders Should Know, Financial Times, April 20.

Regulatory Reform in the Wake of the Financial Crisis of 2007‐2008

2009
Lo, Andrew W. (2009), Regulatory Reform in the Wake of the Financial Crisis of 2007‐2008, Journal of Financial Economic Policy 1 (1), 4-43.

The Feasibility of Systemic Risk Measurement

2009
Lo, Andrew W. (2009), Congressional Testimony: The Feasibility of Systemic Risk Measurement, October 19.

This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management

2009
Lo, Andrew W. (2009), This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management, Freakonomics Blog, January 9.

Why Animal Spirits Can Cause Markets to Break Down

2009
Lo, Andrew W. (2009), Why Animal Spirits Can Cause Markets to Break Down, Financial Times, July 21.

When the Wisdom of Crowds Becomes the Madness of Mobs

2009
Insight: When the Wisdom of Crowds Becomes the Madness of Mobs, Financial Times, September 30.

Radical Reform of Executive Pay

2009
Lo, Andrew W. (2009), Radical Reform of Executive Pay, Freakonomics Blog, October 9.

Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints

2009
Healy, Alexander D., and Andrew W. Lo (2009), Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints, Journal of Investment Management 7 (3), 1–20.

Hedge Funds, Systemic Risk, and the Financial Crisis of 2007–2008

2008
Lo, Andrew W. (2008), Congressional Testimony: Hedge Funds, Systemic Risk, and the Financial Crisis of 2007–2008, November 13.

MIT Roundtable on Corporate Risk Management

2008
Lewent, Judy, Donald Lessard, Andrew W. Lo, and Lakshmi Shyam-Sunder (2008), MIT Roundtable on Corporate Risk Management, Journal of Applied Corporate Finance 20 (4), 20–38.

Efficient Markets Hypothesis

2008
Lo, Andrew W. (2008), Efficient Markets Hypothesis, In The New Palgrave Dictionary of Economics, 2nd edition, edited by Steven N. Durlauf and Lawrence E. Blume, 1678–1690.