Andrew Lo

  • Evidence Over Ideology

    By Bob Seawright  |  March 26, 2012

    In the words of the great Benjamin Graham, an “investor’s chief problem – and even his worst enemy – is likely to be himself.”

  • The Market Really is More Volatile Today

    By Gerald Burstyn  |  December 26, 2011

    WARNING: THE LIFEGUARD’S NOT ON duty. Swim at your own risk. That’s the way investment advisor Richard Bregman views today’s market. “If you go into the water, there might be riptides, sharks,” says the CEO of MJB Asset Management, a New York-based firm that manages a little over $100 million in...

  • Natixis Global Associates Rolls Out Managed Futures Mutual Fund

    By Michael S. Fischer  |  August 12, 2010

    Natixis Global Associates added another alternative investment fund to its product lineup on Monday, August 9, with the launch of a managed futures mutual fund.

  • Natixis Global Rolls Out Managed Futures Mutual Fund

    By Michael S. Fischer  |  August 12, 2010

    Natixis Global Associates added another alternative investment fund to its product lineup on Monday, August 9, with the launch of a managed futures mutual fund.

  • Beta Morphs From Alpha

    By Kathleen McBride, AdvisorOne  |  February 3, 2010

    When huge amounts of assets pile into managed strategies and everyone starts to invest to replicate that alpha, alpha evolves into beta.

  • Marrying Long and Short

    By Staff Writer  |  September 1, 2009

    The first two funds are linked to the Russell 3000, a barometer of the total U.S. stock market while CSM is linked to the Credit...

  • Build a Low Correlation Portfolio

    By Staff Writer  |  August 6, 2009

    AlphaSimplex Group's Andrew Lo launches a multi-strategy, absolute-return fund: Natixis ASG Diversifying Strategies Fund (DSFAX).

  • ProShares Launches 130/30 Fund

    By Staff Writer  |  July 23, 2009

    This 130/30 fund is linked to the Credit Suisse 130/30 Large-Cap Index. It aims to invest 130 percent of its assets in long positions, while 30 percent is invested in short positions.

  • BETA Made Simpler

    By Michael S. Fischer  |  February 1, 2009

    Hedge funds suffered through a catastrophically bad year in 2008, with performance plummeting, investors redeeming billions of dollars and fund after fund biting the dust....

  • Redefining Genius

    By James Picerno  |  June 1, 2006

    At a CFA Institute risk-management conference at the New York Hilton this past February, Andrew Lo asked the audience of securities analysts to consider a...