Annual Review of Financial Economics, Volume 1-12.

Lo, Andrew W. and Robert C. Merton (Eds.). Palo Alto, CA: Annual Reviews, 2020.

"Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective."

Dou, Winston, Andrew W. Lo, Ameya Muley and Harald Uhlig. Annual Review of Financial Economics Vol. 12, (2020): 95-140. SSRN Preprint.

"Robert C. Merton: The First Financial Engineer."

Lo, Andrew W. Annual Review of Financial Economics Vol. 12, (2020): 1-18. Video.

"Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis."

Lo, Andrew W., Alexander Remorov, and Zied Ben Chaouch. Journal of Investment Management Vol. 18, No. 3 (2020): 5-50. SSRN Preprint.

"SCRAM: A Platform for Securely Measuring Cyber Risk."

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.

"An Empirical Evaluation of Tax-Loss-Harvesting Alpha."

Chaudhuri, Shomesh, Terence C. Burnham and Andrew W. Lo. Financial Analysts Journal Vol. 76, No. 3 (2020): 99-108.