CIO Symposium Contributor

Bio

Andrew is the Charles and Susan Harris Professor of Finance, and the Director of the Laboratory for Financial Engineering at the MIT Sloan School of Management. His research interests include the empirical validation and implementation of financial asset pricing models; 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. Lo has published numerous articles in finance and economics journals. He is a co-author of The Econometrics of Financial Markets and A Non-Random Walk Down Wall Street, and is the author of Hedge Funds: An Analytic Perspective. Andrew is an award winning teacher and author, entrepreneur, and representative at the Boston Stock Exchange, National Bureau of Economic Research, and NASD’s Economic Advisory Board. Lo holds a BA in economics from Yale University as well as an AM and a PhD in economics from Harvard University.