About the Authors
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. His previous books include The Econometrics of Financial Markets, A Non Random Walk Down Wall Street, and Hedge Funds: An Analytic Perspective. He is also the founder and chief scientific officer of AlphaSimplex Group, LLC, a quantitative investment management company based in Cambridge, Massachusetts.
JASMINA HASANHODZIC is a research scientist at AlphaSimplex Group, LLC, where she develops quantitative investment strategies and benchmarks. She received her PhD from MIT's Department of Electrical Engineering and Computer Science. Her work has proposed new methods for automating technical analysis and replicating hedge fund betas and has appeared in the Journal Of Investment Management and Institutional Investor's Alpha magazine.
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