羅聞全 / Andrew W. Lo
Current Academic and Research Positions
MIT Sloan School of Management
- Charles E. and Susan T. Harris Professor
- Director, MIT Laboratory for Financial Engineering
MIT Computer Science and Artificial Intelligence Laboratory
- Principal Investigator
Other Affiliations
- External Faculty Member, Santa Fe Institute
- Research Associate, National Bureau of Economic Research (NBER)
Education
B.A. in Economics, Yale University, 1980
A.M. and Ph.D. in Economics, Harvard University, 1984
Academic Career
- Assistant and Associate Professor of Finance, Wharton School, University of Pennsylvania, 1984–1988
- Professor, MIT Sloan School of Management, since 1988
Research Areas
- Evolutionary models of investor behavior and adaptive markets
- Systemic risk and financial regulation
- Quantitative models of financial markets
- Financial applications of machine learning and secure multi-party computation
- Healthcare finance
Fellowships and Societies
- Fellow, American Academy of Arts and Sciences
- Fellow, American Finance Association
- Fellow, Econometric Society
- Fellow, Foundation for the Advancement of Research in Financial Economics (FARFE)
- Fellow, Society of Financial Econometrics
Honors and Awards
- Batterymarch Fellowship
- Guggenheim Fellowship
- Sloan Fellowship
- Paul A. Samuelson Award
- Eugene Fama Prize
- IAFE-SunGard Financial Engineer of the Year
- Global Association of Risk Professionals Risk Manager of the Year
- Harry M. Markowitz Award
- Managed Futures Pinnacle Achievement Award
- TIME’ s “100 Most Influential People in the World”
- Teaching excellence awards from Wharton and MIT
- Multiple awards for his book “Adaptive Markets”
Publications
- Author of several books:
- Adaptive Markets: Financial Evolution at the Speed of Thought
- The Econometrics of Financial Markets
- In Pursuit of the Perfect Portfolio
- Healthcare Finance
- Published extensively in peer-reviewed journals
Industry Engagement
- Board member on various corporate and non-profit organizations
- Advisor to multiple biotech startups
- Disclosure of all compensated engagements and conflicts of interest available publicly