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Andrew Lo : ウィキペディア英語版
Andrew Lo

Andrew Wen-Chuan Lo () (born 1960) is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of several academic articles in Finance and Financial economics.〔(Google Scholar search on A.W. Lo )〕
==Career==
Lo is the director of MIT's Laboratory for Financial Engineering, a research associate of the National Bureau of Economic Research,〔(NBER Publications by Andrew W. Lo ) – NBER〕 a member of the NASD's Economic Advisory Board
He is the founder and chief scientific officer of AlphaSimplex Group,〔(Profile: Andrew W. Lo ) – AlphaSimplex Group〕 a quantitative investment management company based in Cambridge, Massachusetts. AlphaSimplex specializes in quantitative global macro and global tactical asset allocation strategies, beta-replication products, and absolute-return risk analytics.
He is an associate editor of the ''Financial Analysts Journal'', ''The Journal of Portfolio Management'', the ''Journal of Computational Finance'', and ''Statistica Sinica''. He is a former governor of the Boston Stock Exchange. He previously taught at the University of Pennsylvania's Wharton School.
He testified in front of the Committee on Oversight and Government Reform of the U.S. House of Representatives.〔Lo, Andrew W., ("Hedge Funds, Systemic Risk, and the Financial Crisis of 2007–2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds" ), November 13, 2008〕
With Lars Peter Hansen, he co-directs the Macro Financial Modeling group at the Becker Friedman Institute, a network of macroeconomists working to develop improved models of the linkages between the financial and real sectors of the economy in the wake of the 2008 financial crisis.

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