Dou, Winston, Andrew W. Lo, Ameya Muley and Harald Uhlig. Annual Review of Financial Economics Vol. 12, (2020): 95-140. SSRN Preprint.
Lo, Andrew W. Annual Review of Financial Economics Vol. 12, (2020): 1-18. Video.
Lo, Andrew W., Alexander Remorov, and Zied Ben Chaouch. Journal of Investment Management Vol. 18, No. 3 (2020): 5-50. SSRN Preprint.
de Castro, Leo, Andrew W. Lo, Taylor Reynolds, Fransisca Susan, Vinod Vaikuntanathan, Daniel Weitzner, and Nicolas Zhang. Harvard Data Science Review Vol. 2.3, No. 3 (2020): 1-42.
Chaudhuri, Shomesh, Terence C. Burnham and Andrew W. Lo. Financial Analysts Journal Vol. 76, No. 3 (2020): 99-108.
Chaudhuri, Shomesh, Andrew W. Lo, Danying Xiao, and Qingyang Xu. Harvard Data Science Review Vol. S1, (2020): 1-37. Download Paper.