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, a principal investigator at MIT’s Computer Science and Artificial Intelligence Lab, and an affiliated faculty member of the MIT Department of Electrical Engineering and Computer Science. He is a graduate of the Bronx High School of Science, received his B.A. in economics from Yale University in 1980, his A.M. and Ph.D. in economics from Harvard University in 1984, and taught at the University of Pennsylvania’s Wharton School from 1984 until 1988 when he joined MIT’s faculty.
He has published numerous articles in finance and economics journals, and has authored several books including The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, and Hedge Funds: An Analytic Perspective. His awards include an Alfred P. Sloan Foundation Fellowship, a Guggenheim Fellowship, the Paul A. Samuelson Award, election to Academia Sinica, the Econometric Society, the American Academy of Arts and Sciences, Time Magazine’s 2012 list of the “100 most influential people in the world,” and teaching awards from the University of Pennsylvania and MIT.
His most recent research interests include econometric models of systemic risk, evolutionary and neurobiological models of investor behavior, and applications of financial engineering to support translational medicine in cancer, orphan diseases, and Alzheimer’s Disease.