Fund Manager since May 15, 2013As Chairman of the Board of Directors and Chief Investment Strategist of AlphaSimplex Dr. Lo directs the research agenda and together with Chief Investment Officer Dr. Xiru Zhang heads the research team. Dr. Lo also chairs the Investment Committee which is responsible for vetting approving and documenting all investment strategies as well as assessing performance results and proposing and implementing design changes. He is also a permanent member of the Risk Committee and serves as a coportfolio manager of the mutual funds advised by AlphaSimplex. Dr. Lo has over 25 years of industry experience. Prior to founding AlphaSimplex in 1999 Dr. Lo developed trading technologies and investment models for large financial institutions on a consultative basis. In addition to his AlphaSimplex responsibilities Dr. Lo is the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management and director of MITs Laboratory for Financial Engineering. Dr. Lo has authored numerous journal articles and published several books including Hedge Funds An Analytic Perspective A NonRandom Walk Down Wall Street and The Econometrics of Financial Markets . Dr. Lo earned a B.A. in Economics from Yale University as well as an A.M. and a Ph.D. in Economics from Harvard University.
Money Manager Since 2013 Ph.D