Andrew Lo

Andrew Lo is the director of the MIT Laboratory for Financial Engineering, a research associate of the National Bureau of Economic Research, a member FINRA’s Economic Advisory Board, and founder and Chief Investment Strategist of AlphaSimplex Group, LLC.

Lo has published numerous articles in finance and economics journals, and has written several books including The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, and Hedge Funds: An Analytic Perspective. His recent research spans several areas, including systemic risk, hedge funds, dynamic asset allocation, evolutionary and neuroscientific models of investor behavior, and the Adaptive Markets Hypothesis, an evolutionary synthesis of market efficiency with behavioral finance.

He is the recipient of numerous awards, including an Alfred P. Sloan Foundation Fellowship, a Guggenheim Fellowship, the Paul A. Samuelson Awards, the IAFE/Sungard Financial Engineer of the Year, and the James L. Vertin Award among others, as well as awards for teaching excellence from both Wharton and MIT.