Andrew Lo

Andrew Lo - Massachusetts Institute of Technology

Andrew W. Lo is the Harris & Harris Group Professor of Finance at the MIT Sloan School of Management, the director of MIT's Laboratory for Financial Engineering, and a principal investigator at MIT's Computer Science and Artificial Intelligence Lab.

He received his Ph.D. in economics from Harvard University in 1984, and taught at the University of Pennsylvania's Wharton School from 1984 to 1988. 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.

He is currently a co-editor of the Annual Review of Financial Economics and an associate editor of the Financial Analysts Journal, the Journal of Portfolio Management, and the Journal of Computational Finance. He is also a research associate of the National Bureau of Economic Research, a consultant to the Office of Financial Research, a member of FINRA's Economic Advisory Committee, Moody's Academic Advisory and Research Committee, the New York Fed's Financial Advisory Roundtable, and founder and chief investment strategist of AlphaSimplex Group, LLC, an investment advisory firm based in Cambridge, Massachusetts.