What is he best known for?
The fields of study he is best known for:
His primary areas of study are Econometrics, Financial economics, Hedge fund, Systemic risk and Market liquidity.
His Econometrics research includes themes of Estimator and Random walk hypothesis, Stock market.
His work deals with themes such as Adaptive market hypothesis, Efficient-market hypothesis, Financial asset, Market system and Market microstructure, which intersect with Financial economics.
Andrew W. Lo focuses mostly in the field of Market microstructure, narrowing it down to matters related to Financial modeling and, in some cases, Corporate finance, Market data and Financial econometrics.
His work carried out in the field of Hedge fund brings together such families of science as Momentum, Alternative beta, Deleveraging, Financial system and Market maker.
His Systemic risk study combines topics from a wide range of disciplines, such as Actuarial science, Analytics, Risk management and Equity.
His most cited work include:
- The econometrics of financial markets (6291 citations)
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (2816 citations)
- Long-term memory in stock market prices (1478 citations)
What are the main themes of his work throughout his whole career to date?
His primary scientific interests are in Econometrics, Financial economics, Finance, Systemic risk and Portfolio.
His Econometrics research is multidisciplinary, incorporating elements of Asset, Expected return, Estimator, Project portfolio management and Performance attribution.
His biological study spans a wide range of topics, including Behavioral economics and Efficient-market hypothesis, Stock market.
As a member of one scientific family, Andrew W. Lo mostly works in the field of Finance, focusing on Government and, on occasion, Private sector.
His research integrates issues of Actuarial science, Risk management, Hedge fund and Financial services in his study of Systemic risk.
He works mostly in the field of Hedge fund, limiting it down to topics relating to Monetary economics and, in certain cases, Equity.
He most often published in these fields:
- Econometrics (25.88%)
- Financial economics (23.14%)
- Finance (21.57%)
What were the highlights of his more recent work (between 2017-2021)?
- Clinical trial (6.67%)
- Finance (21.57%)
- Portfolio (18.82%)
In recent papers he was focusing on the following fields of study:
His primary areas of investigation include Clinical trial, Finance, Portfolio, Intensive care medicine and Clinical study design.
His Finance research incorporates themes from Business model and Systemic risk.
His Systemic risk study which covers Monetary policy that intersects with International finance.
His studies in Portfolio integrate themes in fields like Government, Private sector, Econometrics and Event study.
In his research, Alpha is intimately related to Performance attribution, which falls under the overarching field of Econometrics.
His Incentive study integrates concerns from other disciplines, such as Stock market index, Stock market, Financial economics and Sharpe ratio.
Between 2017 and 2021, his most popular works were:
- Estimation of clinical trial success rates and related parameters (315 citations)
- Adaptive platform trials: definition, design, conduct and reporting considerations. (64 citations)
- The growth of relative wealth and the Kelly criterion (18 citations)
In his most recent research, the most cited papers focused on:
Andrew W. Lo focuses on Clinical trial, Portfolio, Finance, Disease and MEDLINE.
His research in Clinical trial intersects with topics in Published Erratum, Estimation, Oncology and Intensive care medicine.
His Estimation research includes elements of Demography, Pharmaceutical industry, Emergency medicine, Biomarker and Sample.
His Portfolio research is multidisciplinary, incorporating perspectives in Government, Private sector and Infinite horizon.
Andrew W. Lo interconnects Expected return, Actuarial science, Business model and Diversification in the investigation of issues within Government.
His study in the field of International finance also crosses realms of Perspective.
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