For the Hong Kong businessman, see Andrew Lo (businessman).
Andrew Lo
Andrew Lo 2018
Born
1960 (age 63–64)[1]
Hong Kong[2]
Alma mater
Yale University (BA) Harvard University (MA, PhD)
Known for
Founder of AlphaSimplex Group
Awards
American Association for Individual Investors Award Graham and Dodd Award
Scientific career
Thesis
Essays in Financial and Quantitative Economics(1984)
Doctoral advisor
Andrew Abel Jerry A. Hausman
Website
alo.mit.edu
Andrew Wen-Chuan Lo (Chinese: 羅聞全; born 1960) is a Hong Kong-born American economist and academic who is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of many academic articles in finance and financial economics.[3] He founded AlphaSimplex Group in 1999 and served as chairman and chief investment strategist until 2018 when he transitioned to his current role as chairman emeritus and senior advisor.[4]
^"Lo, Andrew W." Deutsche Nationalbibliothek. Retrieved 2013-05-14.
^Healy, Beth (1 October 2012). "MIT economist pitches cancer megafund". The Boston Globe. Retrieved 14 May 2013.
^"Google Scholar search on A.W. Lo". Archived from the original on 2012-07-15. Retrieved 2020-07-16.{{cite web}}: CS1 maint: bot: original URL status unknown (link)
Andrew Wen-Chuan Lo (Chinese: 羅聞全; born 1960) is a Hong Kong-born American economist and academic who is the Charles E. and Susan T. Harris Professor...
of over US$1.6 billion. The chairman is the founder Kenneth Lo. The CEO is his son AndrewLo. "Introduction". Crystal Group. Archived from the original...
AndrewLo Gotianun Sr. (Chinese: 吳天恩; Pe̍h-ōe-jī: Gô͘ Thian-un; November 24, 1927 – March 10, 2016) was a Filipino businessman and investor. He was best...
acquisition completed in April 2023. AlphaSimplex was founded in 1999 by AndrewLo. Lo is a professor of Finance at MIT Sloan School of Management. He was...
Fourier-related transforms Machine learning Time series Volatility arbitrage Andrew W. Lo (2010). Hedge Funds: An Analytic Perspective (Revised and expanded ed...
Lynn Affleck (née Lopez; born July 24, 1969), also known by her nickname J.Lo, is an American actress, singer and dancer. Often dubbed the "Queen of Dance"...
and the more competition exists, the smaller the profits," observes AndrewLo, the Director of the Laboratory For Financial Engineering, for the Massachusetts...
Ebba Tove Elsa Nilsson (born 29 October 1987), known professionally as Tove Lo (Swedish pronunciation: [ˈtûːvɛ ˈluː]), is a Swedish singer and songwriter...
The adaptive market hypothesis, as proposed by AndrewLo, is an attempt to reconcile economic theories based on the efficient market hypothesis (which...
professors AndrewLo and Craig McKinlay published a paper which cast doubt on the random walk hypothesis. In a 1999 response to Malkiel, Lo and McKinlay...
Andrew Leung Kwan-yuen GBM GBS MBE JP (Chinese: 梁君彥; born 24 February 1951) is a Hong Kong politician who is the current President of the Legislative Council...
by orders of magnitude any financial scam in the history of markets. AndrewLo, MIT Professor of Finance The Libor scandal was a series of fraudulent...
subsequent resignations of the two university heads. Tung's closet aide AndrewLo, however, stayed in office despite his involvement. In 1987, when the...
Applied Ethics (2 ed.). Academic Press. ISBN 978-0-12-373932-2. Brennan, Andrew; Lo, Norva Y. S. (2022). "Environmental Ethics". The Stanford Encyclopedia...
of Accounting and Economics John Little, co-founder, marketing science AndrewLo, inventor, adaptive market hypothesis Peter Lorange, former president...
by peddlers during the reign of Song Emperor Xiaozong (r. 1162–1189). AndrewLo asserts that Zhou Mi meant dominoes when referring to pupai, since the...
Ritual de lo Habitual (Spanish for "Ritual of the Habitual") is the second studio album by American rock band Jane's Addiction, released on August 21,...
Emanuel Derman. Review by Burton Malkiel, WSJ, December 14, 2011 [1] AndrewLo (MIT Sloan School) and Mark Mueller (MIT Sloan School and MIT Center for...
A. Vasicek 2003 J. Darrell Duffie 2002 Jonathan E. Ingersoll Jr. 2001 AndrewLo 2001 Myron S. Scholes (Lifetime Achievement) 2000 Emanuel Derman 1999...
Milkman Malcolm Baker Nicholas Barberis Gunduz Caginalp David Hirshleifer AndrewLo Michael Mauboussin Terrance Odean Richard L. Peterson Charles Plott Robert...
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