Sloan School of Management: Recent submissions

Now showing items 4-6 of 3452

    • The Effects of Spending Rules and Asset Allocation on Non-Profit Endowments 

      Halem, Zachery M.; Lo, Andrew W; Matveyev, Egor; Quraishi, Sarah (2022-06-27)
      The long-run impact and implications of an endowment’s spending policy and asset allocation decisions are examined. Using a dynamic model, the authors explore how different endowment spending rules influence the dynamics ...

    • An Artificial Intelligence-Based Industry Peer Grouping System 

      Bonne, George; Lo, Andrew W; Prabhakaran, Abilash; Siah, Kien Wei; Singh, Manish; e.a. (Journal of Financial Data Science, 2022)
      In this work, the authors develop a data-driven peer grouping system using artificial intelligence (AI) tools to capture market perception and, in turn, group companies into clusters at various levels of granularity. In ...

    • When Do Investors Freak Out? Machine Learning Predictions of Panic Selling 

      Elkind, Daniel; Kaminski, Kathryn; Lo, Andrew W.; Siah, Kien Wei; Wong, Chi Heem (Journal of Financial Data Science, 2022)
      Using a novel dataset of 653,455 individual brokerage accounts belonging to 298,556 households, we document the frequency, timing, and duration of panic sales, which we define as a decline of 90% of a household account’s ...