Andrew W. Lo
Andrew W. Lo publishes mostly in Economics and Econometrics, Finance and Management Science and Operations Research, on topics such as Financial Markets and Investment Strategies, Economic theories and models and Market Dynamics and Volatility.
- World rank
- #12,902 of 1,633,909 ranked researchers
- Rank in United States
- #6,228 of 358,040
- Works
- 129
- Citations
- 1.2k
- Citations per work
- 9.6
What does Andrew W. Lo research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Economics and Econometrics28% of their works
- 2Finance20% of their works
- 3Management Science and Operations Research6% of their works
- 4General Economics, Econometrics and Finance5% of their works
- 5Accounting4% of their works
- 6Sociology and Political Science4% of their works
Research topics
Which keywords describe Andrew W. Lo's research?
The keywords of their largest research topics: Asset Pricing, Market Efficiency, Stock Returns, Economic Policy Uncertainty, Liquidity, Monetary Equilibrium, Oil Price Shocks and Option Pricing.
- Start-Up Firms
- Stock Market Prediction
- Multifractal Analysis
- Decision Making
- Option Pricing
- Monetary Equilibrium
- Economic Policy Uncertainty
- Market Efficiency
- Asset Pricing
- Stock Returns
- Liquidity
- Oil Price Shocks
- Stochastic Calculus
- Econophysics
- Risk Aversion
- Time Series Forecasting
- Venture Capital
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 17 words, with their numbers
- Asset Pricing192 topics
- Market Efficiency131 topic
- Stock Returns131 topic
- Economic Policy Uncertainty61 topic
- Liquidity61 topic
- Monetary Equilibrium61 topic
- Oil Price Shocks61 topic
- Option Pricing61 topic
- Stochastic Calculus61 topic
- Decision Making51 topic
- Econophysics51 topic
- Multifractal Analysis51 topic
- Risk Aversion51 topic
- Stock Market Prediction51 topic
- Time Series Forecasting51 topic
- Start-Up Firms41 topic
- Venture Capital41 topic
Where does Andrew W. Lo work?
Andrew W. Lo's main affiliation in the publication record is Massachusetts Institute of Technology, United States.
How many publications and citations does Andrew W. Lo have?
Science Explorer counts 129 works and 1,240 citations for Andrew W. Lo, ranking #12,902 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.