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Sloan's Lo to discuss quantitative analysis and the current financial crisis in Sigma Xi lecture

Andrew Lo, the Harris & Harris Group Professor of Finance at the MIT Sloan School of Management, will deliver the 2009 Sigma Xi lecture titled, "Models vs. Mania: The Role of Quantitative Analysis Research in the Current Financial Crisis," at 8:30 p.m. on Thursday, May 7, in the MIT Faculty Club, E52, 50 Memorial Drive.

Lo, who also directs the MIT Laboratory for Financial Engineering, received his PhD in 1984 from Harvard University and taught at the University of Pennsylvania's Wharton School before coming to MIT in 1988. His research interests in the areas of financial engineering and risk management include pricing of financial assets, options and other derivative securities; non-linear models of stock and bond returns; and hedge fund risk transparency. Most recently, his studies have extended to neurobiological models of individual risk preferences in financial markets.

Sigma Xi was founded in 1886 as an analogue to Phi Beta Kappa in the fields of science and engineering research. Its 100,000 members are affiliated with 500 chapters and clubs throughout the world. The MIT chapter is the organization's largest and annually elects new members from the undergraduate and graduate student bodies and the Institute's faculty and research staff.

The annual lecture, which is open to the public, will be preceded by the Sigma Xi dinner for new initiates of the society. Those wishing to attend the dinner at 6:30 p.m., immediately preceding Lo's lecture, should contact Professor Linn Hobbs at 617-253-6970 or

A version of this article appeared in MIT Tech Talk on May 6, 2009 (download PDF).

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