Name Andrew Lo | Role Professor | |
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Alma mater Yale UniversityHarvard University Thesis Essays in Financial and Quantitative Economics (1984) Books A Non‑Random Walk Do, Hedge Funds: An Analytic P, The Heretics of Finance, The Evolution of Techni, A Solution Manual to the Econ | ||
Ses 1 introduction and course overview
Andrew Wen-Chuan Lo (Chinese: 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. He is the chairman and chief investment strategist of the AlphaSimplex Group.
Contents
- Ses 1 introduction and course overview
- Andrew lo financial innovation
- Career
- Awards
- Personal life
- Publications
- References
Andrew lo financial innovation
Career
Lo is the director of MIT's Laboratory for Financial Engineering, a research associate of the National Bureau of Economic Research, a member of the NASD's Economic Advisory Board
He is the founder and chief scientific officer of AlphaSimplex Group, 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.
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. He speaks fluent Chinese.