[Colloq] DATE CORRECTION- CCIS Distinguished Speaker Series, Andrew Lo, MIT, March 29

[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.




_______________________________________________
Colloq mailing list
Colloq at lists.ccs.neu.edu
https://lists.ccs.neu.edu/bin/listinfo/colloq