Andrew W. Lo, a widely recognized expert in financial engineering and computational finance, directs the MIT Laboratory for Financial Engineering, a research partnership between academia and industry. His research interests include, in part, empirical validation and implementation of financial asset pricing models; pricing of options and other derivative securities; financial engineering and risk management; trading technology and market microstructure; financial visualization; nonlinear models of stock and bond returns; hedge-fund risk and return dynamics and risk transparency; and, most recently, evolutionary and neurobiological models of individual risk preferences and financial markets.

Lo has published numerous articles in finance and economics journals, is associate editor of several journals, and has authored three books, including Hedge Funds: An Analytic Perspective. He has received numerous awards including the American Association for Individual Investors Award, a Guggenheim Fellowship, and several awards in recognition of teaching excellence from MIT and the University of Pennsylvania's Wharton School, where he taught from 1984 to 1988. He is a former governor of the Boston Stock Exchange, and currently a research associate of the National Bureau of Economic Research, a member of the NASD's Economic Advisory Board, and founder and chief scientific officer of AlphaSimplex Group, LLC, a quantitative investment management company. He received his BA in economics from Yale, and MA and PhD in economics from Harvard.

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