Andrew W. Lo

According to our database, Andrew W. Lo authored at least 20 papers between 1995 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Quantifying the Impact of Impact Investing.

Andrew W. Lo, Ruixun Zhang

Manag. Sci., 2024

Optimal Impact Portfolios with General Dependence and Marginals.

Andrew W. Lo, Lan Wu, Ruixun Zhang, Chaoyi Zhao

Oper. Res., 2024

LLM economicus? Mapping the Behavioral Biases of LLMs via Utility Theory.

Jillian Ross, Yoon Kim, Andrew W. Lo

CoRR, 2024

2021

Predicting drug approvals: The Novartis data science and artificial intelligence challenge.

Kien Wei Siah, Nicholas W. Kelley, Steffen Ballerstedt, Björn Holzhauer, Tianmeng Lyu, David Mettler, Sophie Sun, Simon Wandel, Yang Zhong, Bin Zhou, Shifeng Pan, Yingyao Zhou, Andrew W. Lo

Patterns, 2021

2019

Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons.

Shomesh E. Chaudhuri, Andrew W. Lo

Manag. Sci., 2019

2018

Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling.

Archana Ram, Andrew W. Lo

Frontiers Comput. Neurosci., 2018

2017

Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform.

Charles Cao, Grant Farnsworth, Bing Liang, Andrew W. Lo

Manag. Sci., 2017

Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling.

Archana Ram, Andrew W. Lo

CoRR, 2017

2015

Spectral analysis of stock-return volatility, correlation, and beta.

Shomesh E. Chaudhuri, Andrew W. Lo

Proceedings of the IEEE Signal Processing and Signal Processing Education Workshop, 2015

2012

Robust ranking and portfolio optimization.

Tri-Dung Nguyen, Andrew W. Lo

Eur. J. Oper. Res., 2012

2011

Privacy-Preserving Methods for Sharing Financial Risk Exposures

Emmanuel Abbe, Amir E. Khandani, Andrew W. Lo

CoRR, 2011

2010

Impossible Frontiers.

Thomas J. Brennan, Andrew W. Lo

Manag. Sci., 2010

Is It Real, or Is It Randomized?: A Financial Turing Test

Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola

CoRR, 2010

2009

A Computational View of Market Efficiency

Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola

CoRR, 2009

2001

Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach.

Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo

Oper. Res., 2001

Computational challenges in portfolio management.

Martin B. Haugh, Andrew W. Lo

Comput. Sci. Eng., 2001

1999

GEM: A Global Electronic Market System.

Benny Rachlevsky-Reich, Israel Ben-Shaul, Nicholas Tung Chan, Andrew W. Lo, Tomaso A. Poggio

Inf. Syst., 1999

Computational finance.

Kevin Northover, Andrew W. Lo

Comput. Sci. Eng., 1999

Optimal control of execution costs for portfolios.

Dimitris Bertsimas, Andrew W. Lo, Paul Hummel

Comput. Sci. Eng., 1999

1995

Nonparametric estimation of state-price densities implicit in financial asset prices.

Yacine Aït-Sahalia, Andrew W. Lo

Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, 1995