Andrew Lo

 is the Harris & Harris Group Professor Director, MIT Laboratory for Financial Engineering. Lo's research is focused on the fundamental aspects of investments and financial markets, including measuring illiquidity risk in hedge fund returns, the growth of systemic risk in the hedge-fund industry, and most recently, evolutionary and neurobiological models of individual risk preferences and financial markets.

Lo is the Chairman and Chief Investment Strategist of AlphaSimplex Group, LLC. The firm, founded in 1999, is a privately owned hedge fund sponsor, and also manages mutual funds.

Papers
Lo is the winner of a 2002 Graham and Dodd Scroll Award for his paper, The Statistics of Sharpe Ratios.

He is the author/coauthor of the following most cited works, listed from most to least cited.

Awards
In 2002 Lo was awarded a Guggenheim fellowship. In 2005 Lo received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.

Books
Lo received a 1997 Paul A. Samuelson Award as coauthor of the book, The Econometrics of Financial Markets. Lo is the author/coauthor of seven books, and has edited one book.