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词条 Andrew Lo
释义

  1. Career

  2. Awards

  3. Personal life

  4. Publications

  5. References

  6. External links

{{for|the Hong Kong businessman|Andrew Lo (businessman)}}{{Infobox scientist
| name = Andrew Lo
| image = ALo WhiteShirtTie 1.jpg
| caption = Andrew Lo 2018
| birth_date = {{birth year and age|1960}}[1]
| birth_place = Hong Kong[2]
| alma_mater = Yale University
Harvard University
| thesis_title = Essays in Financial and Quantitative Economics
| thesis_url = http://search.proquest.com/docview/303301808/previewPDF/13E18487DB47CBCBA84/1
| thesis_year = 1984
| doctoral_advisor = Andrew Abel
Jerry A. Hausman
| awards = American Association for Individual Investors Award
Graham and Dodd Award
| website = http://alo.mit.edu
}}Andrew Wen-Chuan Lo ({{zh|羅聞全}}) (born 1960) 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] As of 2018, he is the chairman emeritus and senior advisor of the AlphaSimplex Group.[4]

Career

Lo is the director of MIT's Laboratory for Financial Engineering, a research associate of the National Bureau of Economic Research,[5] a member of the NASD's Economic Advisory Board

He is the founder and chief scientific officer of AlphaSimplex Group,[6] a quantitative investment management company based in Cambridge, Massachusetts. AlphaSimplex specializes in quantitative global macro and global tactical asset allocation strategies, beta-replication products, and absolute-return risk analytics.

He is an associate editor of the Financial Analysts Journal, The Journal of Portfolio Management, the Journal of Computational Finance, and Statistica Sinica. He is a former governor of the Boston Stock Exchange. He previously taught at the University of Pennsylvania's Wharton School.

He has testified in front of the Committee on Oversight and Government Reform of the U.S. House of Representatives.[7]

With Lars Peter Hansen, he co-directs the Macro Financial Modeling group at the Becker Friedman Institute, a network of macroeconomists working to develop improved models of the linkages between the financial and real sectors of the economy in the wake of the 2008 financial crisis.

Awards

His awards include the Alfred P. Sloan Foundation Fellowship, the Paul A. Samuelson Award, the American Association for Individual Investors Award, the Graham and Dodd Award, the 2001 IAFE-SunGard Financial Engineer of the Year award, a Guggenheim Fellowship, the CFA Institute's James R. Vertin Award, and awards for teaching excellence from both Wharton and MIT. His book Adaptive Markets has been shortlisted for the 2017 Financial Times and McKinsey Business Book of the Year Award.

Personal life

Lo received a Bachelor of Arts in economics from Yale University where he graduated in 1980 and a Ph.D. in economics from Harvard University graduating in 1984.[6] He was raised by his mother in a single parent household.[8] He speaks fluent Cantonese.[9]

Publications

  • {{cite book |title= Adaptive Markets: Financial Evolution at the Speed of Thought |year=2017 |publisher=Princeton University Press |isbn= 978-0691135144 }}
  • {{cite book |title= Dynamics of the Hedge Fund Industry |isbn= 0-943205-72-7 }}
  • {{cite book |title= Hedge Funds: An Analytic Perspective |date= 2008 |location= Princeton, NJ |publisher= Princeton University Press |isbn= 0-691-13294-1 }}
  • {{cite book |title= International Library of Financial Econometrics |volume= I–V |date= 2007 |location= Cheltenham, UK |publisher= Edward Elgar Publishing Ltd. }}
  • {{cite book |title= A Non-Random Walk Down Wall Street |first1= Andrew W. |last1= Lo |author-mask= with |first2= A. Craig |last2= MacKinlay |date= 1999 |location= Princeton, NJ |publisher= Princeton University Press |isbn= 0-691-09256-7 }}
  • {{cite book |title= Market Efficiency: Stock Market Behaviour in Theory and Practice |isbn= 1-85898-161-1 }}
  • {{cite book |title= The Econometrics of Financial Markets |first1= Andrew W. |last1= Lo |author-mask= with |first2= John Y. |last2= Campbell |first3= A. Craig |last3= MacKinlay |date= 1997 |location= Princeton, NJ |publisher= Princeton University Press |isbn= 0-691-04301-9 }}
  • {{cite book |title= Market Efficiency: Stock Market Behaviour In Theory and Practice |volume= I and II |date= 1997 |location= Cheltenham, UK |publisher= Edward Elgar Publishing Ltd. }}
  • {{cite book |title= The Industrial Organization and Regulation of the Securities Industry |date= 1995 |location= Chicago |publisher= University of Chicago Press |isbn= 0-226-48847-0 }}
  • {{cite book |title= The Heretics of Finance: Conversations with Leading Practitioners of Technical Analysis |first1= Andrew W. |last1= Lo |author-mask= with |first2= Jasmina |last2= Hasanhodzic |publisher= Bloomberg Press |isbn= 978-1-57660-316-1 }}

References

1. ^{{cite web | url = http://d-nb.info/gnd/124791433/about/html | title = Lo, Andrew W. | publisher = Deutsche National Bibliothek | accessdate = 2013-05-14}}
2. ^{{cite web | url =https://www.bostonglobe.com/business/2012/09/30/mit-professor-andrew-proposes-cancer-megafund-billion-speed-cures/iHLdtvRa0ZfqH9FuxjQ7mJ/story.html | title = MIT economist pitches cancer megafund | first = Beth | last = Healy | date = 1 October 2012 | accessdate = 14 May 2013 | work = The Boston Globe}}
3. ^[https://archive.is/20120715004024/http://scholar.google.com/scholar?num=20&hl=en&lr=&q=author:lo+aw Google Scholar search on A.W. Lo]
4. ^{{Citation|last=WealthTrack|title=Andrew Lo|date=2013-01-26|url=https://www.youtube.com/watch?v=cz3IwkjeAwc|accessdate=2016-12-30}}
5. ^[https://www.nber.org/authors/andrew_lo NBER Publications by Andrew W. Lo] – NBER
6. ^1 Profile: Andrew W. Lo – AlphaSimplex Group
7. ^Lo, Andrew W., "Hedge Funds, Systemic Risk, and the Financial Crisis of 2007–2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds", November 13, 2008
8. ^Speech to CFA Institute Global Conference, Alpha and Beta in the New Financial Order (38:02), , Orlando, Florida, 2009
9. ^{{MathGenealogy|id=63754}}

External links

  • {{Official website|http://alo.mit.edu/}}
  • Becker Friedman Institute - Macro Financial Modeling
    • [https://bfi.uchicago.edu/people/andrew-w-lo Profile] on BFI
  • [https://web.archive.org/web/20151023180311/http://mitsloan.mit.edu/faculty/detail.php?in_spseqno=41207 Profile] on MIT Sloan
    • [https://web.archive.org/web/20150912162916/http://mitsloan.mit.edu/expertiseguide/facultybio.html?w=41207 Profile] on Expertise Guide
    • [https://web.archive.org/web/20150915040003/http://mitsloan.mit.edu/faculty/publications.php?in_spseqno=41207 Selected publications]
  • Papers on Social Science Research Network (SSRN)
  • Profile on Alpha Simplex
  • {{cite web |url= http://www.pionline.com/article/20090713/FACETOFACE/307139990/1021 |title= Ready for anything: Face to Face with Andrew Lo |publisher= Pensions & Investments |first= Douglas |last= Appell |date= July 13, 2009 }}
  • {{cite web |url= http://alo.mit.edu/wp-content/uploads/2015/06/JEL_6.pdf |archive-url= http://www.argentumlux.org/documents/JEL_6.pdf |archive-date= 2012 |work= Draft |format= pdf |title= Reading About the Financial Crisis: A 21-Book Review |date= Jan 9, 2012 }}
    • {{cite web |url= http://www.economist.com/node/21542781?fsrc=rss%7Cfec |title= An über-review of the crisis: The Lo down: A finance professor turns to literary analysis |publisher= The Economist |date= Jan 14, 2012 }}
    • {{cite web |url= https://www.npr.org/sections/money/2012/01/23/145661552/what-an-economist-learned-from-reading-21-books-about-the-crisis |date= Jan 23, 2012 |publisher= NPR |title= What An Economist Learned From Reading 21 Books About The Crisis |first= Jacob |last= Goldstein |quote= If you're drunk and you're playing around with a [hand] saw, there's not a whole lot of damage you can do. But if you're drunk and you're playing around with a chainsaw, that's another matter }}
{{Authority control}}{{DEFAULTSORT:Lo, Andrew}}

13 : Financial economists|Living people|1960 births|Hong Kong people|Yale University alumni|Harvard University alumni|MIT Sloan School of Management faculty|Guggenheim Fellows|American people of Hong Kong descent|Hong Kong emigrants to the United States|American people of Chinese descent|Fellows of the Econometric Society|Fellows of the American Academy of Arts and Sciences
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