Andrew Lo

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For the Hong Kong businessman, see Andrew Lo (businessman).
Andrew Lo
Andrew Lo 2012 Shankbone 2.JPG
Lo at the 2012 Time 100 gala
Born 1960 (age 63–64)[1]
Hong Kong[2]
Alma mater Yale University
Harvard University
Thesis Essays in Financial and Quantitative Economics (1984)
Doctoral advisor Andrew Abel
Jerry A. Hausman
Website
http://alo.mit.edu

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.[3]

Career

Lo is the director of MIT's Laboratory for Financial Engineering, a research associate of the National Bureau of Economic Research,[4] a member of the NASD's Economic Advisory Board

He is the founder and chief scientific officer of AlphaSimplex Group,[5] 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 testified in front of the Committee on Oversight and Government Reform of the U.S. House of Representatives.[6]

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.

Personal life

Lo received a B.A. in Economics from Yale University (1980) and a Ph.D. in Economics from Harvard University (1984).[5][7] He can speak fluent Chinese.

Publications

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References

  1. ↑ Lua error in package.lua at line 80: module 'strict' not found.
  2. ↑ Lua error in package.lua at line 80: module 'strict' not found.
  3. ↑ Google Scholar search on A.W. Lo
  4. ↑ NBER Publications by Andrew W. Lo – NBER
  5. ↑ 5.0 5.1 Profile: Andrew W. Lo – AlphaSimplex Group
  6. ↑ 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
  7. ↑ Andrew Lo at the Mathematics Genealogy Project

External links

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