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2020 – today
- 2024
[j13]Andrew W. Lo, Lan Wu, Ruixun Zhang
, Chaoyi Zhao:
Optimal Impact Portfolios with General Dependence and Marginals. Oper. Res. 72(5): 1775-1789 (2024)- [j12]Andrew W. Lo, Ruixun Zhang:
Quantifying the Impact of Impact Investing. Manag. Sci. 70(10): 7161-7186 (2024) - [i5]Jillian Ross, Yoon Kim, Andrew W. Lo:
LLM economicus? Mapping the Behavioral Biases of LLMs via Utility Theory. CoRR abs/2408.02784 (2024) - 2021
- [j11]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): 100312 (2021)
2010 – 2019
- 2019
- [j10]Shomesh E. Chaudhuri, Andrew W. Lo:
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. Manag. Sci. 65(9): 4440-4450 (2019) - 2018
- [j9]Archana Ram, Andrew W. Lo:
Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling. Frontiers Comput. Neurosci. 12: 7 (2018) - 2017
- [j8]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): 2233-2250 (2017) - [i4]Archana Ram, Andrew W. Lo:
Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling. CoRR abs/1709.04300 (2017) - 2015
- [c2]Shomesh E. Chaudhuri, Andrew W. Lo:
Spectral analysis of stock-return volatility, correlation, and beta. SP/SPE 2015: 232-236 - 2012
- [j7]Tri-Dung Nguyen, Andrew W. Lo:
Robust ranking and portfolio optimization. Eur. J. Oper. Res. 221(2): 407-416 (2012) - 2011
- [i3]Emmanuel Abbe, Amir E. Khandani, Andrew W. Lo:
Privacy-Preserving Methods for Sharing Financial Risk Exposures. CoRR abs/1111.5228 (2011) - 2010
- [j6]Thomas J. Brennan, Andrew W. Lo:
Impossible Frontiers. Manag. Sci. 56(6): 905-923 (2010) - [i2]Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola:
Is It Real, or Is It Randomized?: A Financial Turing Test. CoRR abs/1002.4592 (2010)
2000 – 2009
- 2009
- [i1]Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola:
A Computational View of Market Efficiency. CoRR abs/0908.4580 (2009) - 2001
- [j5]Martin B. Haugh, Andrew W. Lo:
Computational challenges in portfolio management. Comput. Sci. Eng. 3(3): 54-59 (2001) - [j4]Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo:
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. Oper. Res. 49(3): 372-397 (2001)
1990 – 1999
- 1999
- [j3]Kevin Northover, Andrew W. Lo:
Computational finance. Comput. Sci. Eng. 1(6): 22-23 (1999) - [j2]Dimitris Bertsimas, Andrew W. Lo, Paul Hummel:
Optimal control of execution costs for portfolios. Comput. Sci. Eng. 1(6): 40-53 (1999) - [j1]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): 495-518 (1999) - 1995
- [c1]Yacine Aït-Sahalia, Andrew W. Lo:
Nonparametric estimation of state-price densities implicit in financial asset prices. CIFEr 1995: 2-5
Coauthor Index
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