World's Best Scientists 2026 revealed!
Andrew W. Lo

Andrew W. Lo

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Economics and Finance
USA
2026

D-Index & Metrics

Economics and Finance

D-Index
94
Citations
79030
World Ranking
136
National Ranking
102

Andrew W. Lo publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Andrew W. Lo sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 487 publications — 96th percentile

96% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Andrew W. Lo D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Andrew W. Lo sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 94 D-Index — 96th percentile

96% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United States Leader Award
  • 2025 - Research.com Economics and Finance in United States Leader Award
  • 2024 - Research.com Economics and Finance in United States Leader Award

Overview

Andrew W. Lo is affiliated with MIT in the United States and has contributed extensively to the field of Economics, Econometrics, and Finance, with a total of 129 publications in this area. Their research spans several subfields, notably Economics and Econometrics, Finance, Accounting, Statistics and Probability, and Genetics.

Their work covers a variety of main topics, including:

  • Pharmaceutical Economics and Policy
  • Health Systems, Economic Evaluations, Quality of Life
  • Financial Markets and Investment Strategies
  • Private Equity and Venture Capital
  • Innovation Policy and R&D
  • Statistical Methods in Clinical Trials
  • Complex Systems and Time Series Analysis

Andrew W. Lo's recent notable publications include:

  • "A Brain Capital Grand Strategy: toward economic reimagination" (2020) published in Molecular Psychiatry
  • "Spectral factor models" (2021) published in Journal of Financial Economics
  • "The estimated annual financial impact of gene therapy in the United States" (2023) published in Gene Therapy
  • "The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology" (2021) published in Financial Analysts Journal
  • "Introduction to PNAS special issue on evolutionary models of financial markets" (2021) published in Proceedings of the National Academy of Sciences

The scientist frequently collaborates with other researchers, including:

  • Ruixun Zhang (19 co-authored papers)
  • Kien Wei Siah (19 co-authored papers)
  • Shomesh E. Chaudhuri (13 co-authored papers)
  • Chi Heem Wong (13 co-authored papers)
  • Qingyang Xu (12 co-authored papers)

Andrew W. Lo has published multiple works across a range of venues, with the most frequent publication outlets being:

  • SSRN Electronic Journal (33 publications)
  • PLoS ONE (6 publications)
  • Harvard Data Science Review (6 publications)
  • bioRxiv (Cold Spring Harbor Laboratory) (6 publications)
  • Annual Review of Financial Economics (5 publications)

In addition to articles, there are book publications under their name, notably with Princeton University Press, which include titles such as In Pursuit of the Perfect Portfolio published in 2021.

Best Publications

  • The econometrics of financial markets

    John Y. Campbell;Andrew W. Lo;A. Craig MacKinlay

  • Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

    Andrew W. Lo;A. Craig MacKinlay

  • The Econometrics of Financial Markets

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  • Long-term memory in stock market prices

    Andrew W. Lo

  • Econometric measures of connectedness and systemic risk in the finance and insurance sectors

    Monica Billio;Mila Getmansky;Andrew W. Lo;Loriana Pelizzon

  • When Are Contrarian Profits Due to Stock Market Overreaction

    Andrew W. Lo;A. Craig MacKinlay

  • The Adaptive Markets Hypothesis

    Andrew W. Lo

  • A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

    James M. Hutchinson;Andrew Lo;Tomaso Poggio

  • Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

    Andrew W Lo;Jiang W Wang

  • Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

    Andrew W. Lo;Harry Mamaysky;Jiang Wang

  • Data-Snooping Biases in Tests of Financial Asset Pricing Models

    Andrew W Lo;A. Craig MacKinlay

  • Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices

    Yacine Aït-Sahalia;Andrew W. Lo

  • Estimation of clinical trial success rates and related parameters

    Chi Heem Wong;Kien Wei Siah;Andrew W Lo

  • A Non-Random Walk Down Wall Street

    Andrew W. Lo;A. Craig MacKinlay

  • Optimal control of execution costs

    Dimitris Bertsimas;Andrew W. Lo

  • An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns

    Mila Getmansky;Andrew W. Lo;Igor Makarov

  • A Survey of Systemic Risk Analytics

    Dimitrios Bisias;Mark Flood;Andrew W. Lo;Stavros Valavanis

  • Nonparametric Risk Management and Implied Risk Aversion

    Yacine Ait-Sahalia;Andrew Lo

  • The size and power of the variance ratio test in finite samples: A Monte Carlo investigation

    Andrew W Lo;A. Craig MacKinlay

  • An Econometric Analysis of Nonsynchronous Trading

    Andrew W. Lo;A. Craig MacKinlay

  • Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

    Monica Billio;Andrew W. Lo;Andrew W. Lo;Mila Getmansky Sherman;Loriana Pelizzon;Loriana Pelizzon;Loriana Pelizzon

  • Data-snooping biases in tests of financial asset pricing models

    Andrew W. Lo;Archie Craig MacKinlay

  • When are contrarian profits due to stock market overreaction

    Andrew W. Lo;MacKinlay, Archie Craig, .

Frequent Co-Authors

Loriana Pelizzon
Loriana Pelizzon Ca Foscari University of Venice
Monica Billio
Monica Billio Ca Foscari University of Venice
Yacine Aït-Sahalia
Yacine Aït-Sahalia Princeton University
Bing Liang
Bing Liang University of Massachusetts Amherst
Charles Cao
Charles Cao Pennsylvania State University

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