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Andrew W. Lo

Active 1986–2026

83
Papers
34,327
Citations
47
h-index
75
i10-index

Citations

Citations per year for Andrew W. Lo1930: 2 citations1988: 1 citations1989: 4 citations1990: 4 citations1991: 6 citations1992: 3 citations1993: 4 citations1994: 6 citations1995: 5 citations1996: 20 citations1997: 9 citations1998: 24 citations1999: 40 citations2000: 53 citations2001: 82 citations2002: 72 citations2003: 86 citations2004: 69 citations2005: 75 citations2006: 82 citations2007: 98 citations2008: 97 citations2009: 116 citations2010: 138 citations2011: 133 citations2012: 128 citations2013: 108 citations2014: 132 citations2015: 86 citations2016: 92 citations2017: 103 citations2018: 108 citations2019: 185 citations2020: 284 citations2021: 303 citations2022: 281 citations2023: 234 citations2024: 239 citations2025: 192 citations2026: 42 citations1931–1987: no citations, so these years are not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 1,346 citing papers, 26.8% of this breakdownUnited Kingdom: 478 citing papers, 9.5% of this breakdownChina: 369 citing papers, 7.4% of this breakdownGermany: 258 citing papers, 5.1% of this breakdownFrance: 195 citing papers, 3.9% of this breakdownCanada: 185 citing papers, 3.7% of this breakdownItaly: 182 citing papers, 3.6% of this breakdownAustralia: 165 citing papers, 3.3% of this breakdownSpain: 124 citing papers, 2.5% of this breakdownIndia: 111 citing papers, 2.2% of this breakdownSwitzerland: 105 citing papers, 2.1% of this breakdownNetherlands: 100 citing papers, 2% of this breakdown
0%26.8%Other 27.9%

Institutions

Fields

  • Economics, Econometrics and Finance40.2%
  • Computer Science13.7%
  • Decision Sciences10.9%
  • Medicine9.2%
  • Business, Management and Accounting7.9%
  • Biochemistry, Genetics and Molecular Biology5%
  • Other13.1%

Topics

  • Financial Markets and Investment Strategies8.2%
  • Complex Systems and Time Series Analysis6.8%
  • Stock Market Forecasting Methods4.8%
  • Financial Risk and Volatility Modeling4.2%
  • Stochastic processes and financial applications3.6%
  • Market Dynamics and Volatility3.5%
  • Other68.9%

Coauthors

All papers

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  1. Estimation of clinical trial success rates and related parameters

    Authors: Chi Heem Wong, Kien Wei Siah, Andrew W. Lo - Biostatistics 2017 cited by 1,519

  2. Consumer credit-risk models via machine-learning algorithms

    Authors: Amir E. Khandani, Adlar J. Kim, Andrew W. Lo - Journal of Banking & Finance 2010 cited by 733

  3. The Adaptive Markets Hypothesis

    Authors: Andrew W. Lo - The Journal of Portfolio Management 2004 cited by 1,615

  4. LLM economicus? Mapping the Behavioral Biases of LLMs via Utility Theory

    Authors: Jillian Ross, Yoon Kim, Andrew W. Lo - arXiv (Cornell University), CoRR 2024 cited by 32

  5. The estimated annual financial impact of gene therapy in the United States

    Authors: Chi Heem Wong, Dexin Li, Nina Wang, Jonathan Gruber, Andrew W. Lo, Rena M. Conti - Gene Therapy 2023 cited by 75

  6. The Statistics of Sharpe Ratios

    Authors: Andrew W. Lo - Financial Analysts Journal 2002 cited by 822

  7. Optimal control of execution costs

    Authors: Dimitris Bertsimas, Andrew W. Lo - Journal of Financial Markets 1998 cited by 1,114

  8. Long-Term Memory in Stock Market Prices

    Authors: Andrew W. Lo - Econometrica 1989 cited by 1,702

  9. A Brain Capital Grand Strategy: toward economic reimagination

    Authors: Erin Smith, Diab Ali, Bill Wilkerson, Walter D Dawson, Kunmi Sobowale, Charles F. Reynolds, Michael Berk, Helen Lavretsky, Dilip V. Jeste, Chee H. Ng, Jair C. Soares, Gowri Aragam, Zoe Wainer, Husseini K. Manji, Júlio Licinio, Andrew W. Lo, Eric A. Storch, Ernestine Fu, Marion Leboyer, Ioannis Tarnanas, Agustín Ibáñez, Facundo Manes, Sarah Caddick, Howard Fillit, Ryan Abbott, Ian H. Robertson, Sandra B. Chapman, Rhoda Au, Cara M. Altimus, William Hynes, Patrick Brannelly, Jeffrey L. Cummings, Harris A. Eyre - Molecular Psychiatry 2020 cited by 75

  10. Three-Month Real-Time Dengue Forecast Models: An Early Warning System for Outbreak Alerts and Policy Decision Support in Singapore

    Authors: Yuan Shi, Xu Liu, Suet-Yheng Kok, Jayanthi Rajarethinam, Shaohong Liang, Grace Yap, Chee‐Seng Chong, Kim-Sung Lee, Sharon S.Y. Tan, Christopher Kuan Yew Chin, Andrew W. Lo, Waiming Kong, Lee Ching Ng, Alex R. Cook - Environmental Health Perspectives 2015 cited by 141

  11. The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective

    Authors: Andrew W. Lo - 2004 cited by 304

  12. Unintended Consequences of Expensive Cancer Therapeutics—The Pursuit of Marginal Indications and a Me-Too Mentality That Stifles Innovation and Creativity

    Authors: Tito Fojo, Sham Mailankody, Andrew W. Lo - JAMA Otolaryngology–Head & Neck Surgery 2014 cited by 301

  13. How to pay for individualized genetic medicines

    Authors: Julia M. Y. Pian, Nana Owusu, Julia Vitarello, Winston X. Yan, Andrew W. Lo, Timothy W. Yu - Nature Medicine 2024 cited by 13

  14. Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents

    Authors: Andrei Kirilenko, Andrew W. Lo - The Journal of Economic Perspectives 2013 cited by 215

  15. Machine-Learning and Stochastic Tumor Growth Models for Predicting Outcomes in Patients With Advanced Non–Small-Cell Lung Cancer

    Authors: Kien Wei Siah, Sean Khozin, Chi Heem Wong, Andrew W. Lo - JCO Clinical Cancer Informatics 2019 cited by 39

  16. Asset Prices and Trading Volume under Fixed Transactions Costs

    Authors: Andrew W. Lo, Harry Mamaysky, Jiang Wang - Journal of Political Economy 2004 cited by 362

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

    Authors: Monica Billio, Andrew W. Lo, Mila Getmansky Sherman, Loriana Pelizzon - 2011 cited by 641

  18. THE ECONOMETRICS OF FINANCIAL MARKETS

    Authors: John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Robert Whitelaw - Macroeconomic Dynamics 1998 cited by 206

  19. A review of economic issues for gene‐targeted therapies: Value, affordability, and access

    Authors: Louis P. Garrison, Andrew W. Lo, Richard S. Finkel, Patricia A. Deverka - American Journal of Medical Genetics Part C Seminars in Medical Genetics 2023 cited by 17

  20. Identifying and Mitigating Potential Biases in Predicting Drug Approvals

    Authors: Qingyang Xu, Elaheh Ahmadi, Alexander Amini, Daniela Rus, Andrew W. Lo - Drug Safety 2022 cited by 13

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

    Authors: James Hutchinson, Andrew W. Lo, Tomaso Poggio - The Journal of Finance 1994 cited by 715

  22. Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

    Authors: Andrew W. Lo - 2005 cited by 554

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

    Authors: Andrew W. Lo, Harry Mamaysky, Jiang Wang - 2000 cited by 262

  24. Implementing Option Pricing Models When Asset Returns Are Predictable

    Authors: Andrew W. Lo, Jiang Wang - The Journal of Finance 1995 cited by 228