Harris & Harris Group Professor
Director, MIT Laboratory for Financial Engineering
(LFE)
| Email: | alo@mit.edu | |
| Telephone: | (617) 253-0920 | |
| Facsimile: | (781) 891-9783 | |
| Mailing Address: |
MIT Sloan School of Management 50 Memorial Drive, E52-454 Cambridge, MA 02142-1347 |
| RECENT PUBLICATIONS AND WORKING PAPERS: |
 The Feasibility of Systemic Risk Measurement: Written Testimony for the House Financial Services Committee Hearing on Systemic Risk Regulation
[abstract ] [download pdf (194Kb) ] |
| Systemic Risk and the Refinancing Ratchet Effect
[abstract ] [download pdf (1.4Mb) ] |
| Impossible Frontiers
[abstract ] [download pdf (297Kb) ] |
| Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds
[abstract ] [download pdf (466Kb) ] |
| Efficient Markets Hypothesis
[abstract ] [download pdf (103Kb) ] |
| The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective
[abstract ] [download pdf (153Kb) ] |
| Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
[abstract ] [download pdf (530Kb) ] |