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Researcher · Massachusetts Institute of Technology · United States

Andrew W. Lo

Andrew W. Lo publishes mostly in Economics and Econometrics, Finance and Accounting, on topics such as Financial Markets and Investment Strategies, Complex Systems and Time Series Analysis and Economic theories and models.

ORCID 0000-0003-2944-7773 OpenAlex
World rank
#25,349
of 7,710,434 ranked researchers
Rank in United States
#9,479
of 1,627,098
Works
664
Citations
54k
Citations per work
81.0
h-index
83
i10-index 274Top 0.1% in Economics and Econometrics
Andrew W. Lo

What does Andrew W. Lo research?

Andrew W. Lo's work is mostly in Economics, Econometrics and Finance (52%), Business, Management and Accounting (5%), Decision Sciences (5%).

Social Sciences: 437 works · 65.8% of their workEconomics, Econometrics and Finance: 343 works · 51.6% of their workEconomics and Econometrics: 185 works · 27.9% of their workFinance: 157 works · 23.7% of their workBusiness, Management and Accounting: 35 works · 5.3% of their workAccounting: 35 works · 5.3% of their workDecision Sciences: 31 works · 4.6% of their workManagement Science and Operations Research: 31 works · 4.6% of their workSocial Sciences: 29 works · 4.3% of their workSociology and Political Science: 29 works · 4.3% of their workEverything else: 207 works · 31.2% of their workPhysical Sciences: 20 works · 3.0% of their workMathematics: 20 works · 3.0% of their workStatistics and Probability: 20 works · 3.0% of their workTHEIR WORKAndrew W. Lo664works
Physical Sciences3%Social Sciences66%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance34351.6%
    2. Business, Management and Accounting355.3%
    3. Decision Sciences314.6%
    4. Social Sciences294.3%
  2. Everything else20731.2%
    1. Mathematics203.0%
  1. 1Economics and Econometrics28% of their works
  2. 2Finance24% of their works
  3. 3Accounting5% of their works
  4. 4Management Science and Operations Research5% of their works
  5. 5Sociology and Political Science4% of their works
  6. 6Statistics and Probability3% 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, Liquidity, Econophysics, Multifractal Analysis, Monetary Policy and Competitive Economy.

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 19 words, with their numbers
  1. Asset Pricing2512 topics
  2. Market Efficiency1811 topic
  3. Stock Returns1811 topic
  4. Liquidity1192 topics
  5. Econophysics1091 topic
  6. Multifractal Analysis1091 topic
  7. Monetary Policy972 topics
  8. Competitive Economy701 topic
  9. Monetary Equilibrium701 topic
  10. Banking491 topic
  11. Finance491 topic
  12. Option Pricing491 topic
  13. Stochastic Calculus491 topic
  14. Economic Policy Uncertainty481 topic
  15. Oil Price Shocks481 topic
  16. Cost-effectiveness Analysis471 topic
  17. Quality of Life471 topic
  18. Drug Development Costs461 topic
  19. Generic Drugs461 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?

OpenAlex counts 664 works and 53,791 citations for Andrew W. Lo, an h-index of 83, ranking #25,349 of 7,710,434 researchers worldwide on the quality 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 have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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