Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios∗ Amir E. Khandani† and Andrew W. Lo‡ This Revision: June 24, 2009

Source URL: alo.mit.edu

Critical Finance Review, 2015, 4: 157–171 Reply to “(Im)Possible Frontiers: A Comment” Thomas J. Brennan, Northwestern University Andrew W. Lo, MIT Sloan

Source URL: alo.mit.edu

Systemic Risk and the Refinancing Ratchet Effect∗ Amir E. Khandani†, Andrew W. Lo‡ , and Robert C. Merton§ This Draft: June 12, 2011 Abstract The confluence of rising home prices, declining interest rates, and ne

Source URL: www.princeton.edu

What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data∗ Amir E. Khandani† and Andrew W. Lo‡ First Draft: April 15, 2008 Latest Revision: October 23, 2008

Source URL: alo.mit.edu

Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design∗ Vahid Montazerhodjat† and Andrew W. Lo‡ This Draft: 8 August 2015 Abstract

Source URL: alo.mit.edu

Black’s Leverage Effect Is Not Due To Leverage∗ Jasmina Hasanhodzic† and Andrew W. Lo‡ This Draft: February 15, 2011 Abstract One of the most enduring empirical regularities in equity markets is the inverse relat

Source URL: alo.mit.edu

The Origin of Behavior∗ Thomas J. Brennan† and Andrew W. Lo‡ This Draft: April 5, 2011 Abstract We propose a single evolutionary explanation for the origin of several behaviors that have been observed in organisms

Source URL: alo.mit.edu

FA I T H R I N G G O L D C H R O N O LO G Y 1930 Born October 8 at Harlem Hospital, New York City, to Andrew Louis Jones Sr. and Willi Posey Jones. Faith has two older siblings, Andrew and Barbara. She is frequently sick

Source URL: www.faithringgold.com

MIT Sloan MBA Program Course offerings: > Advanced Corporate Finance > Analytics of Finance

Source URL: mitsloan.mit.edu

• Equity securities
• Year of birth missing
• Mathematical finance
• MIT Sloan School of Management
• Massachusetts Institute of Technology
• Andrew Lo
• Venture capital
• Corporate finance
• Private equity
• Financial economics
• Finance
• Investment

Estimating the Impact of the Atlantic Sunrise Project on Natural Gas Consumers Final Report Andrew Kleit Chiara Lo Prete Seth Blumsack

Source URL: atlanticsunriseexpansion.com

• Marcellus Formation
• Shale gas
• Barnett Shale
• Stranded gas reserve
• Hydraulic fracturing
• Henry Hub
• Shale gas in the United States
• Transcontinental Pipeline
• Geography of the United States
• Natural gas
• Geology