Andrew Lo
Harris & Harris Group Professor at the Sloan School of Management

Office: E52-454
Phone number: (617) 253-0920
Email: alo@mit.edu
Website: http://web.mit.edu/alo/www/

Research interests: Andrew Lo is a widely recognized expert in financial engineering and computational finance. He is the director of the MIT Laboratory for Financial Engineering. His research interests include the empirical validation and implementation of financial asset pricing models; the pricing of options and other derivative securities; financial engineering and risk management; trading technology and market microstructure; statistics, econometrics, and stochastic processes; computer algorithms and numerical methods; financial visualization; nonlinear models of stock and bond returns; hedge-fund risk and return dynamics and risk transparency; and, most recently, evolutionary and neurobiological models of individual risk preferences and financial markets.

Recent paper(s):
Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management
Efficient Markets Hypothesis

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