NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Introduction to "Quantifying Systemic Risk"

Joseph G. Haubrich, Andrew W. Lo

Chapter in NBER book Quantifying Systemic Risk (2013), Joseph G. Haubrich and Andrew W. Lo, editors (p. 1 - 11)
Conference held November 6, 2009
Published in January 2013 by University of Chicago Press
© 2013 by the National Bureau of Economic Research

---- Acknowledgements -----

The views expressed here are those of the authors, and not necessarily those of the Federal Reserve Bank of Cleveland or the Board of Governors of the Federal Reserve System, AlphaSimplex Group, MIT, and their affiliates and employees. Research support from the MIT Laboratory for Financial Engineering and the National Science Foundation (ECCS-1027905) is gratefully acknowledged.

In addition to his academic position, Andrew Lo also has the following affiliations: chairman and chief investment strategist, AlphaSimplex Group; consultant, Office of Financial Research; member, NY Fed Financial Advisory Roundtable; member, FINRA Economic Advisory Committee; member, Moody's Academic and Advisory Research Committee; research association, National Bureau of Economic Research; member, Board of Overseers, Beth Israel Deaconess Medical Center; lecturer in various executive education programs (Bank of America, Citigroup).

return to bibliography page

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us