Andrew W. Lo - RankMe

23 papers Journal 21Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	AUTOCT: Automating Interpretable Clinical Trial Prediction with LLM Agents. CoRR Fengze Liu, Haoyu Wang, Joonhyuk Cho, Dan Roth, Andrew W. Lo
2025	J	`jnl`	Performance Attribution for Portfolio Constraints. Manag. Sci. Andrew W. Lo, Ruixun Zhang
2025	J	`jnl`	Use of Bayesian decision analysis in the design of patient-centered clinical trials for kidney failure devices. Comput. Biol. Medicine Zied Ben Chaouch, Qingyang Xu, Shomesh E. Chaudhuri, David J. Gebben, Raymond Harris, Frank P. Hurst, Jennifer E. Flythe, Carol Mansfield, Anindita Saha, Murray Sheldon, Kien Wei Siah, Michelle E. Tarver, Katherine Treiman, Melissa West, Dallas Wood, Andrew W. Lo
2024	J	`jnl`	LLM economicus? Mapping the Behavioral Biases of LLMs via Utility Theory. CoRR Jillian Ross, Yoon Kim, Andrew W. Lo
2024	J	`jnl`	Optimal Impact Portfolios with General Dependence and Marginals. Oper. Res. Andrew W. Lo, Lan Wu, Ruixun Zhang, Chaoyi Zhao
2024	J	`jnl`	Quantifying the Impact of Impact Investing. Manag. Sci. Andrew W. Lo, Ruixun Zhang
2021	J	`jnl`	Predicting drug approvals: The Novartis data science and artificial intelligence challenge. Patterns Kien Wei Siah, Nicholas W. Kelley, Steffen Ballerstedt, Björn Holzhauer, Tianmeng Lyu, David Mettler, Sophie Sun, Simon Wandel, Yang Zhong, Bin Zhou, Shifeng Pan, Yingyao Zhou, Andrew W. Lo
2019	J	`jnl`	Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. Manag. Sci. Shomesh E. Chaudhuri, Andrew W. Lo
2018	J	`jnl`	Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling. Frontiers Comput. Neurosci. Archana Ram, Andrew W. Lo
2017	J	`jnl`	Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling. CoRR Archana Ram, Andrew W. Lo
2017	J	`jnl`	Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform. Manag. Sci. Charles Cao, Grant Farnsworth, Bing Liang, Andrew W. Lo
2015	—	`conf`	Spectral analysis of stock-return volatility, correlation, and beta. SP/SPE Shomesh E. Chaudhuri, Andrew W. Lo
2012	J	`jnl`	Robust ranking and portfolio optimization. Eur. J. Oper. Res. Tri-Dung Nguyen, Andrew W. Lo
2011	J	`jnl`	Privacy-Preserving Methods for Sharing Financial Risk Exposures CoRR Emmanuel Abbe, Amir E. Khandani, Andrew W. Lo
2010	J	`jnl`	Impossible Frontiers. Manag. Sci. Thomas J. Brennan, Andrew W. Lo
2010	J	`jnl`	Is It Real, or Is It Randomized?: A Financial Turing Test CoRR Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
2009	J	`jnl`	A Computational View of Market Efficiency CoRR Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
2001	J	`jnl`	Computational challenges in portfolio management. Comput. Sci. Eng. Martin B. Haugh, Andrew W. Lo
2001	J	`jnl`	Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. Oper. Res. Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo
1999	J	`jnl`	Computational finance. Comput. Sci. Eng. Kevin Northover, Andrew W. Lo
1999	J	`jnl`	GEM: A Global Electronic Market System. Inf. Syst. Benny Rachlevsky-Reich, Israel Ben-Shaul, Nicholas Tung Chan, Andrew W. Lo, Tomaso A. Poggio
1999	J	`jnl`	Optimal control of execution costs for portfolios. Comput. Sci. Eng. Dimitris Bertsimas, Andrew W. Lo, Paul Hummel
1995	—	`conf`	Nonparametric estimation of state-price densities implicit in financial asset prices. CIFEr Yacine Aït-Sahalia, Andrew W. Lo