Andrew W. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, the director of MIT’s Laboratory for Financial Engineering, and a principal investigator at MIT’s Computer Science and Artificial Intelligence Lab. He received a BA in economics from Yale University in 1980, and an AM and PhD in economics from Harvard University in 1984.
His most recent research focuses on systemic risk, evolutionary models of investor behavior, and applying financial engineering to develop new funding models for biomedical innovation.
He has published extensively in academic journals (see http://alo.mit.edu) and his most recent book is Hedge Funds: An Analytic Perspective. His awards include Sloan and Guggenheim Fellowships, the Paul A. Samuelson Award, the Harry M. Markowitz Award, the CFA Institute’s James R. Vertin Award, and election to Academia Sinica, the American Academy of Arts and Sciences, the Econometric Society, and TIME Magazine’s 2012 list of the “100 most influential people in the world.” He has also received teaching awards from the University of Pennsylvania and MIT.