The Effects of Spending Rules and Asset Allocation on Non-Profit Endowments by Halem, Zachery M., Lo, Andrew W, Matveyev, Egor, Quraishi, Sarah

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The Wisdom of Twitter Crowds:Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds by Azar, Pablo Daniel, Lo, Andrew W

“…They find that a tweet-based asset allocation strategy outperforms several benchmarks—including a strategy that buys and holds a market index, as well as a comparable dynamic asset allocation strategy that does not use Twitter information.…”
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When do stop-loss rules stop losses? by Kaminski, Kathryn M., Lo, Andrew W

“…Keywords: Investments; Portfolio management; Risk management; Asset allocation; Performance attribution; Behavioral finance…”
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