Andrew W. Lo

Publication Activity (10 Years)

Years Active: 1995-2021
Publications (10 Years): 6

Top Topics

Portfolio Optimization

Spectral Decomposition

Biologically Inspired

Top Venues

Frontiers Comput. Neurosci.

Publications

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
Predicting drug approvals: The Novartis data science and artificial intelligence challenge. Patterns 2 (8) (2021)
Shomesh E. Chaudhuri, Andrew W. Lo
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. Manag. Sci. 65 (9) (2019)
Archana Ram, Andrew W. Lo
Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling. Frontiers Comput. Neurosci. 12 (2018)
Charles Cao, Grant Farnsworth, Bing Liang, Andrew W. Lo
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform. Manag. Sci. 63 (7) (2017)
Archana Ram, Andrew W. Lo
Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling. CoRR (2017)
Shomesh E. Chaudhuri, Andrew W. Lo
Spectral analysis of stock-return volatility, correlation, and beta. SP/SPE (2015)
Tri-Dung Nguyen, Andrew W. Lo
Robust ranking and portfolio optimization. Eur. J. Oper. Res. 221 (2) (2012)
Emmanuel Abbe, Amir E. Khandani, Andrew W. Lo
Privacy-Preserving Methods for Sharing Financial Risk Exposures CoRR (2011)
Thomas J. Brennan, Andrew W. Lo
Impossible Frontiers. Manag. Sci. 56 (6) (2010)
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
Is It Real, or Is It Randomized?: A Financial Turing Test CoRR (2010)
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
A Computational View of Market Efficiency CoRR (2009)
Martin B. Haugh, Andrew W. Lo
Computational challenges in portfolio management. Comput. Sci. Eng. 3 (3) (2001)
Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. Oper. Res. 49 (3) (2001)
Benny Rachlevsky-Reich, Israel Ben-Shaul, Nicholas Tung Chan, Andrew W. Lo, Tomaso A. Poggio
GEM: A Global Electronic Market System. Inf. Syst. 24 (6) (1999)
Dimitris Bertsimas, Andrew W. Lo, Paul Hummel
Optimal control of execution costs for portfolios. Comput. Sci. Eng. 1 (6) (1999)
Kevin Northover, Andrew W. Lo
Computational finance. Comput. Sci. Eng. 1 (6) (1999)
Yacine Aït-Sahalia, Andrew W. Lo
Nonparametric estimation of state-price densities implicit in financial asset prices. CIFEr (1995)