Andrew W. Lo - researchr alias

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Viewing Publication 1 - 13 from 13

2021

Predicting drug approvals: The Novartis data science and artificial intelligence challengeKien 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, 2(8):100312, 2021. [doi]

2019

Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time HorizonsShomesh E. Chaudhuri, Andrew W. Lo. mansci, 65(9):4440-4450, 2019. [doi]

2018

Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific ModelingArchana Ram, Andrew W. Lo. ficn, 2018:7, 2018. [doi]

2017

Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account PlatformCharles Cao, Grant Farnsworth, Bing Liang, Andrew W. Lo. mansci, 63(7):2233-2250, 2017. [doi]

2012

Robust ranking and portfolio optimizationTri-Dung Nguyen, Andrew W. Lo. eor, 221(2):407-416, 2012. [doi]

2010

Impossible FrontiersThomas J. Brennan, Andrew W. Lo. mansci, 56(6):905-923, 2010. [doi]

2001

Computational Finance 1999Yaser S. Abu-Mostafa, Blake LeBaron, Andrew W. Lo, Andreas S. Weigend. jasss, 4(4), 2001. [doi]

Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage ApproachDimitris Bertsimas, Leonid Kogan, Andrew W. Lo. ior, 49(3):372-397, 2001. [doi]

Computational challenges in portfolio managementMartin B. Haugh, Andrew W. Lo. cse, 3(3):54-59, 2001. [doi]

1999

Optimal control of execution costs for portfoliosDimitris Bertsimas, Andrew W. Lo, Paul Hummel. cse, 1(6):40-53, 1999. [doi]

Computational financeKevin Northover, Andrew W. Lo. cse, 1(6):22-23, 1999. [doi]

GEM: A Global Electronic Market SystemBenny Rachlevsky-Reich, Israel Ben-Shaul, Nicholas Tung Chan, Andrew W. Lo, Tomaso Poggio. is, 24(6):495-518, 1999. [doi]

1995

Nonparametric estimation of state-price densities implicit in financial asset pricesYacine Aït-Sahalia, Andrew W. Lo. cifer 1995: 2-5 [doi]

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