Nonparametric estimation of state-price densities implicit in financial asset prices. - Yacine Aït-Sahalia; Andrew W. Lo (CIFEr, 1995)

Optimal control of execution costs for portfolios. - Dimitris Bertsimas; Andrew W. Lo; Paul Hummel (Comput. Sci. Eng., 1999)

Computational finance. - Kevin Northover; Andrew W. Lo (Comput. Sci. Eng., 1999)

GEM: A Global Electronic Market System. - Benny Rachlevsky-Reich; Israel Ben-Shaul; Nicholas Tung Chan; Andrew W. Lo; Tomaso A. Poggio (Inf. Syst., 1999)

Computational challenges in portfolio management. - Martin B. Haugh; Andrew W. Lo (Comput. Sci. Eng., 2001)

Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. - Dimitris Bertsimas; Leonid Kogan; Andrew W. Lo (Oper. Res., 2001)

A Computational View of Market Efficiency - Jasmina Hasanhodzic; Andrew W. Lo; Emanuele Viola (CoRR, 2009)

Is It Real, or Is It Randomized?: A Financial Turing Test - Jasmina Hasanhodzic; Andrew W. Lo; Emanuele Viola (CoRR, 2010)

Impossible Frontiers. - Thomas J. Brennan; Andrew W. Lo (Manag. Sci., 2010)

Privacy-Preserving Methods for Sharing Financial Risk Exposures - Emmanuel Abbe; Amir E. Khandani; Andrew W. Lo (CoRR, 2011)

Robust ranking and portfolio optimization. - Tri-Dung Nguyen; Andrew W. Lo (Eur. J. Oper. Res., 2012)

Spectral analysis of stock-return volatility, correlation, and beta. - Shomesh E. Chaudhuri; Andrew W. Lo (SP/SPE, 2015)

Is Smaller Better: A Proposal To Consider Bacteria For Biologically Inspired Modeling. - Archana Ram; Andrew W. Lo (CoRR, 2017)

Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform. - Charles Cao 002; Grant Farnsworth; Bing Liang; Andrew W. Lo (Manag. Sci., 2017)

Is Smaller Better? A Proposal to Use Bacteria For Neuroscientific Modeling. - Archana Ram; Andrew W. Lo (Frontiers Comput. Neurosci., 2018)

Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. - Shomesh E. Chaudhuri; Andrew W. Lo (Manag. Sci., 2019)

Predicting drug approvals: The Novartis data science and artificial intelligence challenge. - Kien Wei Siah; Nicholas W. Kelley; Steffen Ballerstedt; Björn Holzhauer; Tianmeng Lyu; David Mettler; Sophie Sun; Simon Wandel; Yang Zhong; Bin Zhou; Shifeng Pan; Yingyao Zhou; et al. (Patterns, 2021)

LLM economicus? Mapping the Behavioral Biases of LLMs via Utility Theory. - Jillian Ross; Yoon Kim; Andrew W. Lo (CoRR, 2024)

Optimal Impact Portfolios with General Dependence and Marginals. - Andrew W. Lo; Lan Wu; Ruixun Zhang; Chaoyi Zhao (Oper. Res., 2024)

Quantifying the Impact of Impact Investing. - Andrew W. Lo; Ruixun Zhang (Manag. Sci., 2024)

AUTOCT: Automating Interpretable Clinical Trial Prediction with LLM Agents. - Fengze Liu; Haoyu Wang 005; Joonhyuk Cho; Dan Roth 001; Andrew W. Lo (CoRR, 2025)