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Andrew W. Lo

Charles E. & Susan T. Harris Professor of Finance

Director, Laboratory for Financial Engineering

Charles E. & Susan T. Harris Professor of Finance

Director, Laboratory for Financial Engineering

Andrew W. Lo
Charles E. and Susan T. Harris Professor of Finance
Director, Laboratory for Finance and Engineering

Andrew Lo is the Charles E. and Susan T. Harris professor of finance at the MIT Sloan School of Management and the director of MIT’s Laboratory for Financial Engineering. His wide-ranging research interests include financial asset pricing models; financial engineering and risk management; trading technology; computer algorithms and numerical methods; financial visualization; hedge-fund risk and return dynamics and risk transparency; and evolutionary and neurobiological models of individual risk preferences and financial markets. Professor Lo’s awards include the Alfred P. Sloan Foundation Fellowship, the Paul A. Samuelson Award, a Guggenheim Fellowship, and multiple honors for teaching excellence. He is a former governor of the Boston Stock Exchange and currently a research associate of the National Bureau of Economic Research, a member of the Economic Advisory Board of the National Association of Securities Dealers, and founder and chief scientific officer of AlphaSimplex Group, LLC, a quantitative investment management company. Professor Lo received a BA in economics from Yale University in 1980 and a PhD in economics from Harvard in 1984.

Highlights of this interview include:

  • Education in New York City and developing interests at the Bronx High School of Science
  • Transition from science to financial economics at Yale and the later move to graduate studies at Harvard University
  • Academic career at the Wharton School and research into the dynamics of financial markets
  • Studies of general equilibrium theory and its shortcomings
  • Humans’ interactions with money and the role that governments play in monitoring financial markets.
  • Being part of MIT and its community

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