Finance Made Difficult: Opportunities And Challenges In Quantitative Finance

Professor Andrew W. Lo

Harris & Harris Group Professor

Sloan School of Management

Massachusett Institute of Technology

Andrew W. Lo is the Harris & Harris Group Professor of Finance at MIT's Sloan School of Management and the Director of MIT's Laboratory for Financial Engineering. He received his Ph.D. in Economics from Harvard University in 1984, and taught at the University of Pennsylvania's Wharton School as the W.P. Carey Assistant Professor of Finance from 1984 to 1987, and as the W.P. Carey Associate Professor of Finance from 1987 to 1988. His research interests include the empirical validation and implementation of financial asset pricing models; the pricing of options and other derivative securities; financial engineering and risk management; trading technology and market microstructure; statistical methods and stochastic processes; computer algorithms and numerical methods; financial visualization; nonlinear models of stock and bond returns; and, most recently, evolutionary and neurobiological models of individual risk preferences.