[Colloq] Reminder: Distinguished Speaker Series, TODAY, 3:00pm

[Rachel Kalweit]

College of Computer and Information Science Colloquium
Distinguished Speaker Series
Presents:
Andrew Lo
MIT Laboratory for Financial Engineering

Thursday, March 29, 2007
3:00pm
10 Behrakis Health Science Center

Title:
"The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary 
Perspective"

Bio:
ANDREW W. LO is the Harris & Harris Group Professor of Finance at the 
MIT 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; statistics, 
econometrics, and stochastic processes; computer algorithms and 
numerical methods; 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.

He has published numerous articles in finance and economics journals, 
and is a co-author of The Econometrics of Financial Markets and A 
Non-Random Walk Down Wall Street. He is currently an associate editor of 
the Financial Analysts Journal, the Journal of Portfolio Management, the 
Journal of Computational Finance, and the Review of Economics and 
Statistics. His awards include the Alfred P. Sloan Foundation 
Fellowship, the Paul A. Samuelson Award, the American Association for 
Individual Investors Award, the Graham and Dodd Award, the 2001 
IAFE-SunGard Financial Engineer of the Year award, a Guggenheim 
Fellowship, the CFA Institute’s James R. Vertin Award, and awards for 
teaching excellence from both Wharton and MIT. 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 based in 
Cambridge, Massachusetts.