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Publications by Andrew W. Lo

An Evolutionary Model of Bounded Rationality and Intelligence

Multidisciplinary

English

Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios

Quarterly Journal of Finance

English

Risk and Risk Management in the Credit Card Industry

SSRN Electronic Journal

English

Moore's Law vs. Murphy's Law in the Financial System: Who's Winning?

SSRN Electronic Journal

English

A Portfolio Approach to Accelerate Therapeutic Innovation in Ovarian Cancer

SSRN Electronic Journal

English

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

SSRN Electronic Journal

English

The Derivatives Sourcebook

Foundations and Trends in Finance

English

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

Working paper (Federal Reserve Bank of Cleveland)

English

Securities Trading of Concepts (STOC)

SSRN Electronic Journal

English

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

SSRN Electronic Journal

English