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List of works by Andrew Lo

A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates

scientific article published in October 2020

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

scientific article published in April 1994

An Econometric Analysis of Nonsynchronous Trading

scientific article published in May 1989

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

An Ordered Probit Analysis of Transaction Stock Prices

scientific article published in October 1991

Asset Prices and Trading Volume Under Fixed Transactions Costs

scientific article published in May 2001

Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks

Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry

scientific article published in February 2015

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

Econometric Models of Limit-Order Executions

Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs

scientific article published in May 2020

Fear and Greed in Financial Markets: A Clinical Study of Day-Traders

scientific article published in April 2005

Financing Vaccines for Global Health Security

scientific article published in May 2020

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

scholarly article published March 2000

Hedge Funds: A Dynamic Industry In Transition

scientific article published in August 2015

Implementing Option Pricing Models When Asset Returns Are Predictable

Impossible Frontiers

scientific article published in December 2008

Introduction to PNAS special issue on evolutionary models of financial markets

scientific article published in 2021

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

scientific article published in August 2015

Just how good an investment is the biopharmaceutical sector?

scientific article published on 8 December 2017

Long-Term Memory in Stock Market Prices

scientific article (publication date: September 1991)

Long-term Memory in Stock Market Prices

scientific article published in May 1989

Maximizing Predictability in the Stock and Bond Markets

scientific article published in February 1995

Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data

scientific article published in August 1986

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

scientific article published in November 1995

Nonparametric Risk Management and Implied Risk Aversion

scientific article published in March 2000

Optimal Financing for R&D-Intensive Firms

scientific article published in September 2017

Optimal control of execution costs

scientific article published in 1998

Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model

scholarly article

Risk and Risk Management in the Credit Card Industry

scientific article published in June 2015

Sharing R&D Risk in Healthcare via FDA Hedges

scientific article published in May 2017

Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test

scientific article published in February 1987

Systemic Risk and Hedge Funds

Systemic Risk and the Refinancing Ratchet Effect

scientific article published in September 2009

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

scientific article published in June 2015

The Psychophysiology of Real-Time Financial Risk Processing

The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation

scientific article published in June 1988

The Sources and Nature of Long-term Memory in the Business Cycle

scientific article published in April 1989

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

scientific article published in March 2000

Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model

scholarly article published October 2001

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data

scientific article published in November 2008

When are Contrarian Profits Due to Stock Market Overreaction?

scientific article published in May 1989