Andrew Lo | |
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Lo at the 2012 Time 100 gala
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Born | 1960 (age 56–57) Hong Kong, China |
Alma mater |
Yale University Harvard University |
Thesis | Essays in Financial and Quantitative Economics (1984) |
Doctoral advisor |
Andrew Abel Jerry A. Hausman |
Notable awards | American Association for Individual Investors Award Graham and Dodd Award |
Website http://alo.mit.edu |
Andrew Wen-Chuan Lo (Chinese: 羅聞全) (born 1960) is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of many academic articles in finance and financial economics. He is the chairman and chief investment strategist of the AlphaSimplex Group.
Lo is the director of MIT's Laboratory for Financial Engineering, a research associate of the National Bureau of Economic Research, a member of the NASD's Economic Advisory Board
He is the founder and chief scientific officer of AlphaSimplex Group, a quantitative investment management company based in Cambridge, Massachusetts. AlphaSimplex specializes in quantitative global macro and global tactical asset allocation strategies, beta-replication products, and absolute-return risk analytics.
He is an associate editor of the Financial Analysts Journal, The Journal of Portfolio Management, the Journal of Computational Finance, and Statistica Sinica. He is a former governor of the . He previously taught at the University of Pennsylvania's Wharton School.
He has testified in front of the Committee on Oversight and Government Reform of the U.S. House of Representatives.