Andrew Lo

Results: 78



#Item
11

Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework† Andrew W. Lo* & Thomas J. Brennan** A common theme in the regulation of financial institutions and transactions is leve

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Source URL: alo.mit.edu

Language: English - Date: 2015-07-10 13:50:11
    12

    A Computational View of Market Efficiency∗ Jasmina Hasanhodzic†, Andrew W. Lo‡, and Emanuele Viola†† August 31, 2009 Abstract We propose to study market efficiency from a computational viewpoint. Borrowing from

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    Source URL: alo.mit.edu

    Language: English - Date: 2015-07-16 11:50:05
      13

      Hedge Funds: A Dynamic Industry In Transition∗ Mila Getmansky†, Peter A. Lee‡, and Andrew W. Lo§ This Draft: July 28, 2015 Abstract The hedge-fund industry has grown rapidly over the past two decades, offering inv

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      Source URL: alo.mit.edu

      Language: English - Date: 2015-08-10 11:45:48
        14

        Funding Translational Medicine via Public Markets: The Business Development Company∗ Sandra M. Forman†, Andrew W. Lo‡, Monica Shilling§, Grace K. Sweeney¶ This Draft: August 23, 2015

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        Source URL: alo.mit.edu

        Language: English - Date: 2015-08-24 11:08:22
          15

          Complexity, Concentration and Contagion: A Comment∗ Andrew W. Lo† This Draft: June 5, 2011 ∗

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          Source URL: alo.mit.edu

          Language: English - Date: 2015-07-10 13:38:46
            16

            Impossible Frontiers∗ Thomas J. Brennan† and Andrew W. Lo‡ This Draft: December 7, 2009 Abstract A key result of the Capital Asset Pricing Model (CAPM) is that the market portfolio— the portfolio of all assets in

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            Source URL: alo.mit.edu

            Language: English - Date: 2015-08-07 16:58:08
              17

              Monica Billio, Mila Getmansky, Andrew W. Lo and Loriana Pelizzon Econometric Measures of Connectedness and Systemic

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              Source URL: alo.mit.edu

              Language: English - Date: 2015-07-09 10:30:47
                18

                MIT Sloan Finance Problems and Solutions Collection Finance Theory I Part 2 Andrew W. Lo and Jiang Wang Fall 2008

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                Source URL: alo.mit.edu

                Language: English - Date: 2015-09-25 16:36:28
                  19

                  Andrew W. Lo Paul F. Mende MIT Sloan School of Management Course Syllabus

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                  Source URL: lfe.scripts.mit.edu

                  Language: English - Date: 2015-07-08 12:47:51
                    20

                    The Origin of Bounded Rationality and Intelligence 1 ANDREW W. LO Charles E. and Susan T. Harris Professor, MIT Sloan School of Management

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                    Source URL: alo.mit.edu

                    Language: English - Date: 2015-07-09 10:55:25
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