"Estimation and Prediction for Algorithmic Models of Investor Behavior."

Lo, Andrew W. and Alexander Remorov. Journal of Systematic Investing Vol. 2, No. 1 (2022): 18-48.

"Financing Pharmaceuticals and Medical Devices for Pain Treatment and Opioid Use Disorder."

Siah, Kien Wei, Dermot P. Maher, and Andrew W. Lo. Emerging Trends in Drugs, Addictions, and Health Vol. 2, (2022): 1-8.

"Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation."

Vasileva, Detelina, Larry Norton, Marc Hurlbert, and Andrew W. Lo. Journal of Investment Management Vol. 20, No. 1 (2022): 5-24. SSRN Preprint.

"​When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling."

Elkind, Daniel, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah, and Chi Heem Wong. Journal of Financial Data Science Vol. 4, No. 1 (2022): 11-39. Download Paper.

"Spectral Factor Models."

Bandi, Federico Maria, Shomesh Chaudhuri, Andrew W. Lo, and Andrea Tamoni. Journal of Financial Economics Vol. 142, No. 1 (2021): 214-238. SSRN Preprint.

In Pursuit of the Perfect Portfolio.

Lo, Andrew W. and Stephen R. Foerster. Princeton, NJ: Princeton University Press, 2021.