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If he is the Lo I think he is then his textbook on econometrics (Mckinsey & Lo?) is one of the best. I would guess econometric studies support his insights alre
by cgio 9y ago
If he is the Lo I think he is then his textbook on econometrics (Mckinsey & Lo?) is one of the best. I would guess econometric studies support his insights already but he tries to formulate experimental results in a consistent model that aligns with his theory.
- Nicholas_C 9y agoLo & MacKinlay. Anytime I hear Andrew Lo I think of MacKinlay as I heard their names used together 1,000 times during undergrad.
- cgio 9y agoThank you. I knew I probably had the name wrong. It's been a few years since my undergrad years and that's a painful reminder.
- mattmanser 9y agoYes, it's the same person: http://alo.mit.edu/biography/ http://alo.mit.edu/biography/