Browsing: Andrew Lo

Posts Tagged ‘ Andrew Lo ’

Andrew Lo: Progress is the Platform for Ever-Changing Risk

Feb 28th, 2016 | Filed under: Newly Added, Risk management, Partner accounting, Risk Management Strategies & Processes, Risk Management & Operations

Andrew Lo, of the Massachusetts Institute of Technology, recently wrote a stimulating discussion of two seemingly contrary “laws”: Moore’s and Murphy’s. Read More

Andrew Lo on the LIBOR Scandal and What’s Next

Nov 8th, 2012 | Filed under: Alpha Hunters

AllAboutAlpha talks to Andrew Lo about the LIBOR scandal and what's next.Read More

Efficiency May Be Special Case of Adaptation

Apr 24th, 2012 | Filed under: Hedge Fund Strategies, Alpha Strategies, Behavioral finance

In a new paper, Andrew Lo has educed from his Adaptive Markets Hypothesis five practical conclusions, among them that during times of crisis, the usual positive relationship between risk and return may not hold. There is in general a "time-varying and often negative relationship between the two." Read More