Portfolio Management - 11 Practitioner Oriented Papers

From
http://www.albany.edu/ciim/practitionerspapers.htm

Abanomey, Walid S. and Mathur Ike. “International Portfolios with Commodity Futures and currency Forward Contracts.” Journal of Investing, Fall 2001 v10 i3 p61.



Abken, Peter A. “An Empirical Evaluation of Value at Risk by Scenario Simulation.” 2000, Journal of Derivatives, Volume 7, Number 4, pp. 12 – 30.



Acito, Christopher J.; Fisher, F. Peter “Fund of Hedge Funds: Rethinking Resource Requirements.” 2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 25 – 35.
Agarwal, Vikas; Naik, Narayan Y. “On Taking the "Alternative" Route: The Risks, Rewards, and Performance Persistence of Hedge Funds.” 2000, Journal of Alternative Investments, Volume 2, Number 4, pp. 6 – 23.



Ahmed, Parvez; Lockwood, Larry J.; Nanda, Sudhir. “Multistyle Rotation Strategies.” 2002, Journal of Portfolio Management, Volume 28, Number 3, pp. 17 – 30.
Albanese, Claudio; Jackson, Ken; Wiberg, Petter. “Dimension Reduction in the Computation of Value-at-Risk.” 2002, Journal of Risk Finance, Volume 3, Number 4, pp. 41 – 53.



Alcantara, Silvia Dos; Duarte, Antonio Marcos, Jr. “Mean-Value-At-Risk Optimal Portfolios With Derivatives.” 1999, Derivatives Quarterly, Volume 6, Number 2, pp. 56 – 63.



Ambachtsheer, Keith P. “Public Pension Fund Power.” Journal of Portfolio Management, Winter 2001 v27 i2 p61.
Amenc, Noël; Giraud, Jean René; Martellini, Lionel; Vaissié, Mathieu. “Taking a Close Look at the European Fund of Hedge Funds Industry: Comparing and Contrasting Industry Practices and Academic Recommendations.” Journal of Alternative Investments, Winter2004, Vol. 7 Issue 3, p59-69.



Andersen, J. V.; Sornette, D. “Have Your Cake and Eat It, Too: Increasing Returns While Lowering Large Risks!” 2001, Journal of Risk Finance, Volume 2, Number 3, pp. 70 – 82.



Anderson, James A. “Searching for a pure portfolio.” Journal of Investing, New York: May 2003. Vol. 33, Iss. 10; p. 32 (1 page).



Ang, James S., Chen An-Sing., and Wuh, Lin James. “Information Sharing, Return Characteristics, and Portfolio Beta: The Case of Mutual Funds.” Journal of Investing, Fall 1999 v8 i3 p54.



Ang, Andrew and Bekaert, Geert. “How Regimes Affect Asset Allocation.” Financial Analysts Journal, Mar/Apr2004, Vol. 60 Issue 2, p86, 14p, 4 charts, 1 diagram, 7 graphs.

Anson, Mark. “Strategic versus Tactical Asset Allocation.” Journal of Portfolio Management, Winter2004, Vol. 30 Issue 2, p8, 12p.



Aragones, Jose R., Blanco, Carlos., and Mascareñas, Juan. “Active Management of Equity Investment Portfolios.” Journal of Portfolio Management, Spring 2001 v27 i3 p39.



Aragones, Jose Ramon; Blanco, Carlos; Dowd, Kevin. “Incorporating Stress Tests into Market Risk Modeling.” 2001, Derivatives Quarterly, Volume 7, Number 3, pp. 44 – 50.



Arshanapalli, Bala; Switzer, Lorne N.; Hung, Loretta T. S. “Active versus Passive Strategies for EAFE and the S&P 500.” Journal of Portfolio Management, Summer2004, Vol. 30 Issue 4, p51, 10p.


Arnott, Robert D. “Managing investments for the long term.” Financial Analysts Journal. Jul/Aug 2003. Vol. 59, Iss. 4; p. 4



Arnott, Robert D. “Risk Budgeting and Portable Alpha; 2002, Journal of Investing, Volume 11, Number 2, pp. 15 – 22.



Arshanapalli, Bala; D'ouville, Edmond; Nelson, William. “Are Size, Value, and Momentum Related to Recession Risk?” Journal of Investing, Winter2004, Vol. 13 Issue 4, p83-87.



Arvanitis, Angelo; Gregory, Jonathan; Martin, Richard. “Hedging Financial Risk Subject to Asymmetric Information.” 2000, Journal of Risk Finance, Volume 1, Number 2, pp. 9 – 18.


Asness, Clifford S.; Krail, Robert J.; Liew, John M. “Alternative Investments: Do Hedge Funds Hedge?” 2001, Journal of Portfolio Management, Volume 28, Number 1, pp. 6 – 19.



Atkinson, Stanley M. and Sturm, Ray R. “All-star mutual funds?” Journal of Investing, Summer 2003 v12 i2 p87(10).



Avramov, Doron; Chao, John; Chordia, Tarun. “Hedging Against Liquidity Risk and Short Sale Constraints.” 2002, Social Science Research Network Electronic Library.



Bares, Pierre-Antoine; Gibson, Rajna; Gyger, Sebastien. “Hedge Fund Allocation with Survival Uncertainty and Investment Constraints.” 2002, Social Science Research Network Electronic Library


Basak, Suleyman; Shapiro, Alex; Tepla, Lucie. “Risk Management with Benchmarking.” 2002, Social Science Research Network Electronic Library.
Bauer, Rob; Haerden, Roul; Molenaar, Roderick. “Asset Allocation in Stable and Unstable Times.” Journal of Investing, Fall2004, Vol. 13 Issue 3, p72-80.



Baz, Jamil., Breedon, Francis., and Naik, Vasant. “Optimal portfolios of foreign currencies: Trading on the forward bias.” Journal of Portfolio Management, Fall 2001 v28 i1 p102(10).



Beder, Tanya Styblo. “The Great Risk Hunt.” 1999, Journal of Portfolio Management, Volume 25, Number 5, pp. 28 – 34.


Belden, Susan; Waring, M. Barton. “Compared to What? A Debate on Picking Benchmarks.” 2001, Journal of Investing, Volume 10, Number 4, pp. 66 – 72.



Berenyi, Zsolt. “Measuring Hedge Fund Risk with Multi-moment Risk Measures.” 2002, Social Science Research Network Electronic Library.
Berkelaar, Arjan B.; Kobor, Adam; Tsumagari, Masaki. “The Sense and Nonsense of Risk Budgeting.” Financial Analysts Journal, Sep/Oct2006, Vol. 62 Issue 5, p63-75.

Bierman, Harold Jr. and Swaminathan, Bhaskaran. “Managing a Closed-End Investment Fund.” Journal of Portfolio Management, Summer 2000 v26 i4 p49.

Blake, Christopher R.; Morey, Matthew R. “Morningstar Ratings and Mutual Fund Performance.” 2000, Journal of Financial and Quantitative Analysis, Volume 35, Number 3.



Blank, Herbert D.; Daniel, Wayne E. “The Defensive Asset Class: A New Paradigm in Plan Diversification.” 2002, Journal of Investing, Volume 11, Number 2, pp. 66 – 75.



Blitz, David C.; Hottinga, Andiouke. “Tracking Error Allocation; 2001, Journal of Portfolio Management, Volume 27, Number 4, pp. 19 – 26.”


Bowles, Tyler J.; Lewis, W. Cris. “The Effect of Income Taxes on Optimal Portfolio Selection.” 2001, Journal of Wealth Management, Volume 4, Number 2, pp. 29 – 36.



Braccia, Joseph A. “An analysis of currency overlays for U.S. pension plans.” Journal of Portfolio Management, Fall 1995 v22 i1 p88A(6). Brown, Stephen J. and

Goetzmann, William N. “Hedge funds with style: style analysis and management are crucial to success.” Journal of Portfolio Management, Winter 2003 v29 i2 p101(12).

Browne, Sid. “The Risk and Rewards of Minimizing Shortfall Probability.” 1999, Journal of Portfolio Management, Volume 25, Number 4, pp. 76 – 85.

Brunel, Jean L.P. “The Role of Alternative Assets in Tax Efficient Portfolio Construction.” 1999, Journal of Wealth Management, Volume 2, Number 1, pp. 9 – 26.



Brush, John S. and Schock, Varilyn K. “Gradient maximization: an integrated return/risk portfolio construction procedure.” Journal of Portfolio Management, Summer 1995 v21 n4 p89(10).


Brusilovskiy, Pavel; Tilman, Leo M. “Measuring Predictive Accuracy of Value-at-Risk Models: Issues, Paradigms, and Directions.” 2001, Journal of Risk Finance, Volume 2, Number 3, pp. 83 – 91.



Buetow, Gerald W. and Johnson Robert. “Mutual Fund Asset Allocation and Federal Reserve Monetary Policy.” Journal of Investing, Summer 2001 v10 i2 p103.



Buetow, Gerald W.; Ratner, Hal. “The Dangers in Using Return Based Style Analysis in Asset Allocation.” 2000, Journal of Wealth Management, Volume 3, Number 2, pp. 26 – 38.



Buetow, Gerald W., Jr.; Johnson, Robert R.; Runkle, David E. “The Inconsistency of Return-Based Style Analysis.” 2000, Journal of Portfolio Management, Volume 26, Number 3, pp. 61 – 77.



Burke, John; Pagli, John M., Jr. “Convertible Arbitrage: A Manager's Perspective.” 1999, Journal of Alternative Investments, Volume 2, Number 1, pp. 72 – 78.



Caglayan, Mustafa Onur; Edwards, Franklin R. “Hedge Fund and Commodity Fund Investments in Bull and Bear Markets.” 2001, Journal of Portfolio Management, Volume 27, Number 4, pp. 97 – 108.



Cakici, Nusret; Foster, Kevin R. “Value at Risk for Interest Rate-Dependent Securities.” 2003, Journal of Fixed Income, Volume 12, Number 4, pp. 81 – 96.



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Capital Market Inc. “Hedge Fund Survey: Risk Management Overview.” 2000, Journal of Alternative Investments, Volume 3, Number 2, pp. 7 – 19.



Castille, Charles; Pirone, John; Waring, Barton;Whitney, Duane. “Optimizing Manager Structure and Budgeting Manager Risk.” 2000, Journal of Portfolio Management, Volume 26, Number 3, pp. 90 – 104.















Chatrath, Arjun; Liang, Youguo; McIntosh, Willard. “Can We Hedge REIT Returns?” 1999, Real Estate Finance, Volume 15, Number 4, pp. 78 – 84.





Chen, Hsiu-Lang; NJegadeesh, Narasimhan; Wermers, Russ. “The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers.” 2000, Journal of Financial and Quantitative Analysis, Volume 35, Number 3.



Chincarini, Ludwig and Daehwan, Kim. “The advantages of tax-managed investing: Avoiding the drag.” Journal of Portfolio Management, Fall 2001 v28 i1 p56(17).



Chow, Victor K. and Hulburt, Heather M. “Value, Size, and Portfolio Efficiency.” Journal of Portfolio Management, Spring 2000 v26 i3 p78.



Chow, George; Kritzman, Mark. “Value at Risk for Portfolios with Short Positions.” 2002, Journal of Portfolio Management, Volume 28, Number 3, pp. 73 – 81.



Chow, George; Kritzman, Mark; Van Royen, Anne-Sophie. “Risk Budgets: Comment.” 2001, Journal of Portfolio Management, Volume 27, Number 4, pp. 109 – 111.



Christopherson, Jon., Ding, Zhuanxin., and Greenwood, Paul. “The perils of success: The impact of asset growth on small-capitalization investment manager performance.” Journal of Portfolio Management, Winter 2002 v28 i2 p41(13).







Chung, Sam Y. “Portfolio Risk Measurement: A Review of Value at Risk.” 1999, Journal of Alternative Investments, Volume 2, Number 1, pp. 34 – 42.



Coke, Carolyn; Fothergill, Martin. “Funds of Hedge Funds: An Introduction to Multi-Manager Funds.” 2001, Journal of Alternative Investments, Volume 4, Number 2, pp. 7 – 16.







Corridon, Sean. “The effect of reduced supply of treasuries: Implications for fixed-income risk and portfolio asset allocation.” Journal of Portfolio Management, Winter 2002 v28 i2 p75(8).



Crowder, Garry; Hennessee, Lee; “Hedge Fund Indices.” 2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 67 – 73.



Crowley, Paul; Purcell, Dave. “The Reality of Hedge Funds.” 1999, Journal of Investing, Volume 8, Number 3, pp. 26 – 44.



Dahlquist, Magnus ; Engström, Stefan; Söderlind, Paul. “Performance and Characteristics of Swedish Mutual Funds.” 2000, Journal of Financial and Quantitative Analysis, Volume 35, Number 3.







Davis, James L. “Mutual fund performance and manager style.” Financial Analysts Journal. Jan/Feb 2001. Vol. 57, Iss. 1; p. 19(9).



De Souza, Clifford and Gokcan, Suleyman. “Hedge Fund Investing: A Quantitative Approach to Hedge fund Manager Selection and De-Selection.” Journal of Wealth Management, Spring2004, Vol. 6 Issue 4, p52, 22p, 18 charts, 2 graphs.



Dembo, Ron S. “Mark-to-Future: A new Risk Measurement Approach.” 2000, Derivatives Quarterly, Volume 6, Number 4, pp. 42 – 49.


Dennis, Patrick; Mayhew, Stewart. “Risk-Neutral Skewness: Evidence from Stock Options.” 2002, Journal of Financial and Quantitative Analysis, Volume 37, Number 3.



Dhatt, Manjeet S.; Yong, H. Kim; Mukherji, Sandip. “Can composite value measures enhance portfolio performance?” Journal of Investing, Winter 2004 v13 i4 p42(7)



Diebold, Francis X.; Schuermann, Til; Stroughair, John D. “Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management.” 2000, Journal of Risk Finance, Volume 1, Number 2, pp. 30 – 36.









Dor, Arik Ben; Dynkin, Lev; Gould, Tony. “Style Analysis and Classification of Hedge Funds.” Journal of Alternative Investments, Fall2006, Vol. 9 Issue 2, p10-29.



Douglass, Julian; Wu, Owen; and Ziemba, William. “Stock Ownership Decisions in Defined-Contribution Pension Plans. Journal of Portfolio Management, Summer2004, Vol. 30 Issue 4, p92, 9p.



Dowd, Kevin “Assessing VaR Accuracy.” 2000, Derivatives Quarterly, Volume 6, Number 3, pp. 61 – 63.



Dowd, Kevin. “Estimating Value at Risk: A Subjective Approach.” 2000, Journal of Risk Finance, Volume 1, Number 4, pp. 43 – 46.



Dowd, Kevin. “Estimating VaR With Order Statistics.” 2001, Journal of Derivatives, Volume 8, Number 3, pp. 23 – 31.



Dowd, Kevin. “A Value at Risk Approach to Risk-Return Analysis.” 1999, Journal of Portfolio Management, Volume 25, Number 4, pp. 60 – 67.



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D'Vari, Ron; Sosa, Juan C. “Value at Risk Estimates for Brady Bond Portfolios.” 2000, Journal of Fixed Income, Volume 10, Number 3, pp. 7 – 23.



Dynkin, Lev; Hyman, Jay; Lindner, Peter. “Hedging and Replication of Fixed-Income Portfolios.” 2002, Real Estate Finance, Volume 11, Number 4, pp. 43 – 63.



Dynkin, Lev., Hyman, Jay., and Konstantinovsky, Vadim. “Sufficient diversification in credit portfolios: number of issues and downgrade risk.” Journal of Portfolio Management, Fall 2002 v29 i1 p89(26).



Eaker, Mark; Grant, Dwight M.; Woodard, Nelson. “Realized Rates of Return in Emerging Equity Markets.” 2000, Journal of Portfolio Management, Volume 26, Number 3, pp. 41 – 49.



Editors, Journal of Risk Finance. “Fundamentals of Financial Markets III.” 2001, Journal of Risk Finance, Volume 2, Number 4, pp. 60 – 61.



Edwards, Franklin R. “Do Hedge Funds Have a Future?” 1999, Journal of Alternative Investments, Volume 2, Number 2, pp. 63 – 68.



Edwards, Franklin R.; Liew, Jimmy. “Hedge Funds versus Managed Futures as Asset Classes.” 1999, Journal of Derivatives, Volume 6, Number 4, pp. 45 – 64.



El-Jahel, Lina; Perraudin, William; Sellin, Peter. “Value at Risk For Derivatives.” 1999, Journal of Derivatives, Volume 6, Number 3, pp. 7 – 26.



Ellis, Charles D. “Will Business Success Spoil the Investment Management Profession?” Journal of Portfolio Management, Spring 2001 v27 i3 p11.



Ellis, George T. “Nearly One in Three 401(k) Participants Would Use Advisors to Make Investment Choices, Nationwide Financial(SM) Study Finds; Participants report desire for professional money management services, which are picking up steam in the 401(k) industry.” Journal of Investing, Winter 2002 v11 i4 p31(7).



Elnekave, Robi. “Portfolio size: an unrecognized source of risk.” Journal of Investing, Winter 2002 v11 i4 p31(7).



Ennis, Richard M. “The Case for Whole-Stock Portfolios.” Journal of Portfolio Management, Spring 2001 v27 i3 p17.



Ennis, Richard M.; Sebastian, Michael D. “The Small-Cap Alpha Myth.” 2002, Journal of Portfolio Management, Volume 28, Number 3, pp. 11 – 16.



Estep, Preston W. “Cash flows, asset values, and investment returns: tying return forecasting to uses of cash.” Journal of Portfolio Management, Spring 2003 v29 i3 p17(12).
Fant, L. Franklin; O'Neal, Edward S. “Do You Need More than One Manager for a Given Equity Style?” 1999, Journal of Portfolio Management, Volume 25, Number 4, pp. 68 – 75.





Farber, Lawrence. “Nursing an anemic pension fund.” Medical Economics, Sept 5, 2003 v80 i17 p86(1).



Faugère, Christophe; Shawky, Hany A. and Smith, David M. “Sell Discipline and Institutional Money Management.” Journal of Portfolio Management, Spring2004, Vol. 30 Issue 3, p95, 11p.



Favre, Laurent; Galeano, Jose-Antonio “Mean-Modified Value-at-Risk Optimization with Hedge Funds.” 2002, Journal of Alternative Investments, Volume 5, Number 2, pp. 21 – 25.



Favre, Laurent; Galeano, Jose-Antonio. “An Analysis of Hedge Fund Performance Using Loess Fit Regression.” 2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 8 – 24.



Fender, William E. “Why international equities belong in a diversified investment portfolio.” Journal of Investing, Winter 2002 v11 i4 p63(4).



Fender, William E. “Mutual Fund diversification” Journal of Investing, Summer 2005 v8 i3 p32 (7).



Fenghua Wang; Yexiao Xu. “What Determines Chinese Stock Returns?” Financial Analysts Journal, Nov/Dec2004, Vol. 60 Issue 6, p65-77.



Ferguson, Robert and Simaan, Yusif. “Portfolio composition and the investment horizon revisited.” Journal of Portfolio Management, Summer 1996 v22 n4 p62(6).



Ferruz, Luis; Vicente, Luis. “Style portfolio performance: Empirical evidence from the Spanish equity funds”. Journal of Asset Management, April 2005 v5 i6 p397(13).







Figlewski, S and Kon, S.J. “Portfolio Management with Stock Index Futures.” Financial Analysts Journal, November 2005 v38 p52-59.

Findlay, M.C., Williams, E.E., and Thompson, J.R. “Why we all held our breath when the market reopened: the distinction between risk and uncertainty.” Journal of Portfolio Management, Spring 2003 v29 i3 p91(11).



Finnerty, John D. “Adjusting the Binomial Model for Default Risk.” 1999, Journal of Portfolio Management, Volume 25, Number 2, pp. 93 – 104.



Fischer, Brian. “Understanding Tracking Error and Its Relationship with VaR.” 2001, Journal of Investing, Volume 10, Number 3, pp. 54 – 60.



Fisher, Jeffrey D.; Geltner, David. “Property-Level Benchmarking of Real Estate Development Investments Using the NCREIF Property Index.” 2002, Real Estate Finance, Volume 18, Number 4, pp. 71 – 87.


Fisher, Kenneth L. and Statman, Meir. “Investment advice from mutual fund companies.” Journal of Portfolio Management, Fall 1997 v24 n1 p9(17).



Flood, Eugene and Ramachandran, Narayan. “Integrating Active and Passive Management.” Journal of Portfolio Management, Fall 2000 v27 i1 p10.



Flynn, Michael J., Kudish, David., and McDermott, Susan N. “Use style allocation to improve pension fund returns.” Corporate Cashflow Magazine, Feb 1996 v17 n3 p20(4).



Fong, H. Gifford; Lin, Kai-Ching. “A New Analytical Approach to Value at Risk.” 1999, Journal of Portfolio Management, Volume 25, Number 5, pp. 88 – 98.



Frey, Rudiger; Pattie, Pierre. “Risk Management For Derivatives In Illiquid Markets: A Simulation Study.” 2002, Social Science Research Network Electronic Library.



Fridson, Martin S. “Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It / When Genius Failed: The Rise and Fall of Long-Term Capital Management.” Financial Analysts Journal. Mar/Apr 2001. Vol. 57, Iss. 2; p. 80 (3).



Fung, William; Hsieh, David A. “Risk in Fixed-Income Hedge Fund Styles.” 2002, Journal of Fixed Income, Volume 12, Number 2.



Fung, William; Hsieh, David A. “Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases.” 2000, Journal of Financial and Quantitative Analysis, Volume 35, Number 3.



Gaivoronski, Alexei; Pflug, Georg. “Properties And Computation Of Value At Risk Efficient Portfolios Based On Historical Data.” 2002, Social Science Research Network Electronic Library.







Gay, Gerald D.; Kim, Jongchai; Nam, Jouahn. “The Case Of The SK Securities And J.P. Morgan Swap: Lessons In VAR Frailty.” 1999, Derivatives Quarterly, Volume 5, Number 3, pp. 13 – 26.



Geltner, David. “Benchmarking Manager Performance Within the Private Real Estate Investment Industry.” 2000, Real Estate Finance, Volume 17, Number 1, pp. 23 – 34.

Geltner, David; Ling, David C. “Ideal Research and Benchmark indexes in Private Real Estate: Some Conclusions From the RERI/PREA Technical Report.” 2001, Real Estate Finance, Volume 17, Number 4, pp. 17 – 28.



Ghaleb-Harter, Tanya; Lamm, R. McFall, Jr. “Do Hedge Funds Belong in Taxable Portfolios?” 2001, Journal of Wealth Management, Volume 4, Number 1, pp. 58 – 73.



Gibson, Scout and Safieddine, Assem. “Does smart money move markets? Institutional investors play a price-setting role.” Journal of Portfolio Management, Spring 2003 v29 i3 p66(13).



Gilkeson, James H.; Michelson, Stuart E. “Manager Skill and Risk Budgeting.” Journal of Investing, Spring2005, Vol. 14 Issue 1, p73-82.



Giraud, Jean-Ren; Hedges, James R., IV; Wright, Ted. “Hedge Funds: Economic Benefits and Practical Challenges.” 2001, Journal of Alternative Investments, Volume 4, Number 3, pp. 27 – 37.


Grundke, Peter. “Integrating Interest Rate Risk in Credit Portfolio Models.” Journal of Risk Finance, Winte/Spring2004, Vol. 5 Issue 2, p6, 10p, 5 charts.



Goetzmann, William N.; Ingersoll Jr., Jonathan E.; Spiegel, Matthew I.; Welch, Ivo. “Sharpening Sharpe Ratios.” 2002, National Bureau of Economic Research.



Goldberg, Lisa and Breger, Ludovic. “Modeling credit risk: currency dependence in global credit markets.” Journal of Portfolio Management, Winter 2003 v29 i2 p90(11).



Goldman Sachs & Co.; Financial Risk Management. “The Hedge Fund "Industry" and Absolute Return Funds.” 1999, Journal of Alternative Investments, Volume 4, Number 7, pp. 11 – 28.



Golec, Joseph. “Regulation and the rise in asset-based mutual fund management fees.” Journal of Financial Research, Spring 2003 v26 i1 p19(12).



Gordon, Robert N. “Making Hedge Funds More Tax-Efficient.” Journal of Wealth Management, Summer2004, Vol. 7 Issue 1, p75, 6p, 3bw.







Greene, Claire. “Portfolio management and the rise of the secondary market.” Commercial Lending Review, March 2003 v18 i2 p1(2).



Gregoriou, Greg N.; Rouah, Fabrice. “Do Stock Market Indices Move the Ten Largest Hedge Funds? A Cointegration Approach.” 2001, Journal of Alternative Investments, Volume 4, Number 2, pp. 61 – 66.





Grinold, Richard C. “Mean-variance and scenario-based approaches to portfolio selection.” Journal of Portfolio Management, Winter 1999 v25 i2 p10(1).



Grundke, Peter. “Integrating Interest Rate Risk in Credit Portfolio Models.” Journal of Risk Finance, Winte/Spring2004, Vol. 5 Issue 2, p6, 10p, 5 charts.



Guo, Binbin and Darnell, Max. “Time diversification and long-term asset allocation.” Journal of Wealth Management, Winter 2005 v8 i3 p65(13).



Gupta, Anurag; Liang, Bing. “Do Hedge Funds Have Enough Capital? A Value at Risk Approach.” 2002, Social Science Research Network Electronic Library.



Gupta, Francis; Prajogi, Robertus; Stubbs, Eric. “The Information Ratio and Performance.” 1999, Journal of Portfolio Management, Volume 26, Number 1, pp. 33 – 39.







Healey, Thomas J.; Strong, Hal. “Alternative Investments: Institutional Dollars in Search of Higher Returns.” 2000, Journal of Alternative Investments, Volume 3, Number 1, pp. 7-11.



Hendershott, Patric H.; Hendershott, Robert J. “On Measuring Real Estate Risk.” 2002, Real Estate Finance, Volume 18, Number 4, pp. 35 – 40.







Hirschey, Mark. “Extreme return reversal in the stock market: strong support for insightful fundamental analysis.” Journal of Portfolio Management, Spring 2003 v29 i3 p78(15).



Hochman, Noah E.; Ramesh, Lalita; Yago, Glenn. “Hedge Funds: Structure and Performance.” 1999, Journal of Alternative Investments, Volume 2, Number 1, pp. 43 – 56.



Hoerneman, Jeffrey T., Junkans, Dean and Zarate, Carmen. “Strategic asset allocation and other determinants of portfolio returns.” Journal of Wealth Management, Winter 2005 v8 i3 p26.



Hopkins, Robert E., Jr.; Southard, Jon A.; Torto, Raymond G.; Wheaton, William C.; “Evaluating Real Estate Risk: Debt Applications.” 2001, Real Estate Finance, Volume 18, Number 3, pp. 29 – 41.



Horvitz, Jeffrey E.; Wilcox, Jarrod W. “Tax management of stock portfolios.” Journal of Investing, Spring 2005 v14 i1 p83(7).











Hsieh, David A.; Fung, William. “Hedge-Fund Benchmarks: Information Content and Biases.” 2002, Financial Analysts Journal, Volume 58, Number 1.



Hung-Gay, Fung; Xiaoqing, Eleanor and Jot, Yau. “Do Hedge Fund Managers Display Skill?” Journal of Alternative Investments, Spring2004, Vol. 6 Issue 4, p22, 10p, 5 charts.




Ineichen, Alexander M. “Funds of Hedge Funds:Industry Overview.” 2002, Journal of Wealth Management, Volume 4, Number 4, pp. 47 – 62.



Ineichen, Alexander M. “Who's Long? Market-Neutral versus Long/Short Equity.” 2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 62 – 69.







Jacobs, Bruce I., Levy, Kenneth N. and Starer David. “Long-short portfolio management: an integrated approach.” Journal of Portfolio Management, Winter 1999 v25 i2 p23(1).



Jansen, Roel and Van Dijk, Ronald. “Optimal benchmark tracking with small portfolios: Using the diversity measure to deal with constraints on number of stocks in a Portfolio.” Journal of Portfolio Management, Winter 2002 v28 i2 p33(7).



Jeffrey, Robert. “Reflections on Portfolio Management After 25 Years.” Journal of Investing, Spring 2001 v10 i1 p9.



Johansson, Frederik; Sieler, Michael J.; Tjarnberg, Mikael. “Measuring Downside Portfolio Risk.” 1999, Journal of Portfolio Management, Volume 26, Number 1, pp. 96 – 107.



Jones, Charles P., Wilson, Jack W. and Lundstrum, Leonard L. “Estimating stock returns: should investors expect less in the future?” Journal of Portfolio Management, Fall 2002 v29 i1 p40(11).



Jonson, Stafford R., Fiore, Lyle C., and Zuber, Richard. “The investment performance of common stocks in relation to their price-earnings ratios: an update of the Basu study.” The Financial Review, August 1989 v24 n3 p499(7).



Jung, Jay. “Valuation and Performance of Convertible Bonds with Hedge Funds.” 2000, Journal of Alternative Investments, Volume 2, Number 4, pp. 24 – 34.



Kapadia, Nikunj. “Negative Vega? Understanding Options on Spreads.” 1999, Journal of Alternative Investments, Volume 1, Number 4, pp. 75 – 78.



Karavas, Vassilios N. “Alternative Investments in the Institutional Portfolio.” 2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 11 – 26.



Karavas, Vassilios N. “Alternative investments in the institutional portfolio.” Journal of AlternativeInvestments, Winter 2000 v3 i3 p11(15).



Kat, Harry M.; Lu, Sa. “An Excursion into the Statistical Properties of Hedge Fund Returns.” 2002, Social Science Research Network Electronic Library.



Kat, Harry M. “In Search of the Optimal Fund of Hedge Funds.” Journal of Wealth Management, Spring2004, Vol. 6 Issue 4, p43, 9p, 7 charts.



Kauffman, Richard L. “Assets & liabilities: a mismatch not made in heaven.” Institutional Investor, Sept 2003 v37 i9 p21(1).



Kawaller, Ira G. “Hedging the currency exposure of a non-dollar portfolio.” Derivatives Quarterly, Winter98, Vol. 5 Issue 2, p62, 5p.











Knudson, Kent. “Mutual fund distribution payments: navigating the conflicts.” Journal of Investment Compliance, Winter 2003 v3 i3 p25(4).



Knudson, Kent. “PlanView Welcomes New Services Partners: The Fountain Group and Project Corps; Consulting Groups to Offer Additional Strategic Portfolio Management Expertise.” Journal of Investment Compliance, Fall 2002 v2 i5 p56(3).

Konberg, Magnus; Lindberg, Martin. “Hedge Funds: A Review of Historical Performance.” 2001, Journal of Alternative Investments, Volume 4, Number 1, pp. 21 – 32.



Korkie, Robert M. and Turtle, Harry J. “What's a portfolio manager worth? A new style performance measure.” Journal of Portfolio Management, Winter 2002 v28 i2 p65(9).



Korn, Jay Donald. “HIGH YIELDS, ON THE HOUSE” Journal of Portfolio Management, Jun 2005. Vol. 35, Iss. 11; p. 58 (1 page).



Kothari, S. P. and Shanken, Jay. “Asset Allocation with Inflation-Protected Bonds.” Financial Analysts Journal, Jan/Feb2004, Vol. 60 Issue 1, p54, 17p, 8 charts, 4 graphs.



Krause, Andreas. “Exploring the limitations of Value at Risk: How Good is it in Practice?” 2003, Journal of Risk Finance, Volume 4, Number 2.



Kritzman, Mark. “Currency Hedging and the Risk of Loss.” 2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 27 – 32.



Krokhmal, Pavlo; Uryasev, Stanislav; Zrazhevsky, Grigory. “Risk Management for Hedge Fund Portfolios.” 2002, Journal of Alternative Investments, Volume 5, Number 1, pp. 10 – 30.



Krokhmal, Pavlo; Uryasev, Stanislav; Zrazhevsky, Grigory M. “Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds.” 2002, Social Science Research Network Electronic Library.



Krokhmal, Pavlo., Uryasev, Stanislav., and Zrazhevsky, Gregory. “Risk management for hedge fund portfolios: a comparative analysis of linear rebalancing strategies.” Journal of Alternative Investments, Summer 2002 v5 i1 p10(20).



Kroll, Guy, and Yoram Kaplanski. "VaR Analytics--Portfolio Structure, Key Rate Convexities, and VaR Betas." Journal of Portfolio Management, Spring 2001 v27 i3 p116.



Kroll, Yoram. "VaR Analytics-Portfolio Structure, Key Rate Convexities, and VaR Betas": Comment. 2001, Journal of Portfolio Management, Volume 27, Number 3, pp. 116 – 119.



Kroll, Yoram. "Asset Allocation Models. 2005, Journal of Portfolio Management, Volume 32, Number 4, pp. 70 – 102.



Kuruc, Alvin. “Model-Independent Measures of Volatility Exposure.” 2000, Journal of Risk Finance, Volume 2, Number 1, pp. 19 – 26.



Kwan, Clarence C.Y. “Improving the efficient frontier: by pooling investment capital.” Journal of Portfolio Management, Winter 2003 v29 i2 p69(11).



Lam, Daniel Y.; Lee, Wai. “Implementing Optimal Risk Budgeting.” 2001, Journal of Portfolio Management, Volume 28, Number 1, pp. 73 – 80.



Lamm, R. McFall, Jr. “Portfolios of Alternative Assets: Why Not 100% Hedge Funds?” 1999, Journal of Investing, Volume 8, Number 4, pp. 87 – 97.



Lamm, R. McFall, Jr. “Hedge Funding.” 2005, Journal of Investing, Volume 6, Number 9, pp. 45 – 56.



Lane, Morton N. “CDOs as Self-Contained Reinsurance Structures.” 2001, Journal of Risk Finance, Volume 2, Number 3, pp. 62 – 69.


Larsen, Glen A. and Resnick, Bruce G. “Parameter Estimation Techniques, Optimization Frequency, and Portfolio Return Enhancement.” Journal of Portfolio Management, Summer 2001 v27 i4 p27.



Lazer, Ron., Lev, Baruch., and Livnat, Joshua. “Internet traffic and portfolio returns.” Financial Analysts Journal. May/Jun 2001. Vol. 57, Iss. 3; p. 30 (11 pages).



Lehar, Alfred. “Measuring Systemic Risk: A Risk Management Approach.” 2002, Social Science Research Network Electronic Library.



Leibowitz, Martin L.; Bova, Anthony. “Allocation Betas.” Financial Analysts Journal, Jul/Aug2005, Vol. 61 Issue 4, p70-82.



Lhabitant, Francois-Serge. “Assessing Market Risk for Hedge Funds and Hedge Fund Portfolios.” 2001, Journal of Risk Finance, Volume 2, Number 4, pp. 16 – 32.



Lhabitant, Francois-Serge. “Derivatives in Portfolio Management: Why Beating the Market is Easy?; 2000, Derivatives Quarterly, Volume 7, Number 2, pp. 39 – 46.



Lhabitant, Francois-Serge. “Assessing Market Risk for Hedge Funds and Hedge Fund Portfolios.” 2001, Journal of Risk Finance, Volume 2, Number 4, pp. 16 – 32.



Liang, Bing. “The accuracy of hedge fund returns: auditing makes a real difference.” Journal of Portfolio Management, Spring 2003 v29 i3 p111(13).



Liang, Bing. “Hedge Funds: The Living and the Dead.” 2000, Journal of Financial and Quantitative Analysis, Volume 35, Number 3.



Liang, Youguo; Whitaker, William. “Style Attributes of Equity REITs.” 2000, Real Estate Finance, Volume 17, Number 2, pp. 31 – 36.



Licis, Kristaps. “Mutual fund information on-line.” Journal of Alternative Investments, Fall 2001 v4 i2 p78(2).



Lieber, Dan. “Proactive Portfolio Management: Manage Now to Realize Returns Later.” Journal of Private Equity, Spring2004, Vol. 7 Issue 2, p72, 11p, 4 charts, 3 diagrams.



Li-Kao, Duen. “Battle for Alphas: Hedge Funds versus Long-Only Portfolios.” 2002, Financial Analysts Journal.



Ling, David; Naranjo, Andy. “Dedicated REIT Mutual Fund Flows and REIT Performance.” Journal of Real Estate Finance & Economics, Jun2006, Vol. 32 Issue 4, p409-433.



Lins, Gerald T. “ERISA and Hedge Funds.” Journal of Investment Compliance, Summer 2004, Vol. 5 Issue 1, p66, 3p.



Litt, Jonathan; Mei, Jianping; Team, PaineWeber REIT. “A Risk Adjusted Model for REIT Evaluation.” 1999, Real Estate Finance, Volume 16, Number 1, pp. 9 – 20.



Li zhu; Davis, Joseph H.; Kinniry Jr., Francis M. and Wicas, Nelson W. “Private Equity Performance Measurement and Its Role in a Portfolio.” Journal of Wealth Management, Summer2004, Vol. 7 Issue 1, p27, 8p, 4 charts, 1 diagram, 2 graphs.



Lobosco, Angelo “Style/Risk-Adjusted Performance.” 1999, Journal of Portfolio Management, Volume 25, Number 3, pp. 65 – 68.



Loeacutepez de Prado, Marcos Mailoc and Peijan, Achim. “Measuring Loss Potential of Hedge Fund Strategies.” Journal of Alternative Investments, Summer2004, Vol. 7 Issue 1, p7, 25p, 12 charts, 23 graphs.



Longin, Francois; “Beyond the VaR.” 2001, Journal of Derivatives, Volume 8, Number 4, pp. 36 – 48.



Louton, David; Saraoglu, Hakan. “Performance Implications of Holding Multiple Mutual Funds with the Same Investment Objective.” Journal of Investing, Spring2006, Vol. 15 Issue 1, p62-78.



Madan, Dilip B.; McPhail, Gavin S. “Investing in Skews.” 2000, Journal of Risk Finance, Volume 2, Number 1, pp. 10 – 18.


Manganelli, Simone; Ceci, Vladimiro; Vecchiato, Walter. “Sensitivity Analysis of Volatility: A New Tool for Risk Management.” 2002, Social Science Research Network Electronic Library.



Manganelli, Simone; Engle, Robert. “Value-at-Risk Models in Finance.” 2003, Social Science Research Network Electronic Library.



Martellini, Lionel; Priaulet, Philippe. “Competing Methods for Option Hedging in the Presence of Transaction Costs.” 2002, Journal of Derivatives, Volume 9, Number 3, pp. 26 – 38.



Martin, George; Schneeweis, Thomas. “The Benefits of Hedge Funds: Asset Allocation for the Institutional Investor.” 2001, Journal of Alternative Investments, Volume 4, Number 3, pp. 7 – 26.



Martins, Luis F., Petrov, Constantin., and Kelly, Jonathan M. “Managing Market Risk for an Emerging Market Debt Portfolio.” Journal of Portfolio Management, Winter 2001 v27 i2 p75.



Mason, Alan; Hord, Jeff. “Implementing a Portable Alpha Strategy: The Transition Factor.” Journal of Investing, Fall2004, Vol. 13 Issue 3, p126-128.



Masters, Seth J. “Rebalancing: establishing a consistent framework.” Journal of Portfolio Management, Spring 2003 v29 i3 p52(7).



McCrary, Sarah A. “Put And Call Return Structures In Hedge Funds.” 1999, Derivatives Quarterly, Volume 6, Number 1, pp. 27 – 38.



Mcfall Lamm R. “Portfolios of Alternative Assets: Why Not 100% Hedge Funds?” Journal of Investing, Winter 1999 v8 i4 p87.



Mcfee, Robert T., and William, Sharon. “Some record-setters: Money management firms see assets increase in 2nd quarter; Stock market hike leads to best AUM growth in years.” Financial Analysts Journal. Jan/Feb 2001. Vol. 9, Iss. 4; p. 45 (5 pages).



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Meissner, Gunter. “Volatility Arbitrage In Fixed-Income Markets.” 1999, Derivatives Quarterly, Volume 5, Number 3, pp. 59 – 67.



Meeks, Kenneth. “Family business: bringing family together for a business retreat is the secret to achieving long-term plans and short-term goals. (Money Management).” Financial Analysts Journal. Charlottesville: August 2003 v34 i1 p87(5).



Mende, Beatriz Vaz. “Computing Robust Risk Measures in Emerging Markets Using Extreme Value Theory.” 2000, Emerging Markets Quarterly, Volume 4, Number 2, pp. 25 – 42.



Merchant, Shanker “Investor Perspective on Hedge-Fund-Linked Principal-Protected Securities.” Journal of Alternative Investments, Summer2004, Vol. 7 Issue 1, p32, 12p, 4 diagrams.



Merton, Robert C. “Thoughts on the future: Theory and practice in investment management.” Financial Analysts Journal. Charlottesville: Jan/Feb 2003. Vol. 59, Iss. 1; p. 17 (7 pages).



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Milner, Francis and Vos, Ed. “Private equity: a portfolio approach.” Journal of Alternative Investments, Spring 2003 v5 i4 p51(15).



Minor, Dylan B. “Transcending the Active/Passive Debate.” Journal of Investing, Winter2003, Vol. 12 Issue 4, p74-82.



Mixon, Scott. “Earnings Revisions and Portfolio Returns.” Journal of Investing, Fall 2001 v10 i3 p33.

Morley, Ian. “Alternative Investments: Perceptions and Reality.” 2001, Journal of Alternative Investments, Volume 3, Number 4, pp. 62 – 64.



Mozes, Haim A.; Williams, Patricia A. “Modeling Earnings Expectations Based on Clusters of Analyst Forecasts.” 1999, Journal of Investing, Volume 8, Number 2, pp. 25 – 38.



Mukherjee, Barsendu. “Review of The New Generation of Risk Management for Hedge Funds and Private Equity Investments.” Journal of Alternative Investments, Summer2004, Vol. 7 Issue 1, p98, 2p.



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Murray, Scott. “Benchmark-Relative Value At Risk.” 1999, Derivatives Quarterly, Volume 5, Number 4, pp. 37 – 46.


Navone, Marco A. “Diversifying Market Risk through Market-Neutral Strategies.” 2002, European Investment Review.



Neftci, Salih N. “Value at Risk Calculations, Extreme Events, and Tail Estimation.” 2000, Journal of Derivatives, Volume 7, Number 3, pp. 23 – 38.



Nelson, Philip., Bush, Edward., and Johnson, Susanne. “Theory of the Portfolio Alternatives.” Journal of Alternative Investments, Winter 2001 v13 i6 p54(18).



Nelson, George. “Controlling the Cost of Your Communication and Technology Needs; Money Management International Offers Tips for Getting the Most Out of Your Communication Plan.” Journal of Alternative Investments, Summer 1999 v15 i5 p97(15).



Nevins, Daniel; Conner, Andrew and McIntire, Gerg. “A Portfolio Management Approach to Determining Private Equity Commitments.” Journal of Alternative Investments, Spring2004, Vol. 6 Issue 4, p32, 15p, 3 charts, 12 graphs.



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O'Malley, Terrance J. “An Overview of Advisers Act Requirements for Hedge Fund Managers.” Journal of Investment Compliance, Summer2004, Vol. 5 Issue 1, p50, 7p.



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Pancholi, Dulari. “The Benefits of Hybrid Mutual Funds.” Journal of Alternative Investments, Spring2004, Vol. 6 Issue 4, p58, 19p, 10 charts, 10 graphs.



Papageorgiou, Anargyros; Paskov, Spassimir. “Deterministic Simulation for Risk Management.” 1999, Journal of Portfolio Management, Volume 25, Number 5, pp. 122 – 127.



Park, Sangkyun. “What Does the P-E Ratio Mean?” 2000, Journal of Investing, Volume 9, Number 3, pp. 27 – 34.



Perote, Javier; Brio, Esther. “Measuring Value-at-Risk of Portfolios under the Edgeworth-Sargan Distribution.” 2002, Social Science Research Network Electronic Library.



Philips, Thomas K. “The source of value: it's entirely the result of excess free cash flow.” Journal of Portfolio Management, Summer 2002 v28 i4 p36(9).



Phoa, Wesley. “Estimating Credit Spread Risk Using Extreme Value Theory.” 1999, Journal of Portfolio Management, Volume 199, Number 25, pp. 3.



Qian, Edward., and Gorman Stephen. “Conditional distribution in portfolio theory.” Financial Analysts Journal. Charlottesville: Mar/Apr 2001. Vol. 57, Iss. 2; p. 44 (8 pages).



Rahl, Leslie. “AIMA -- Hedge Fund Risk Transparency.” 2002, Global Investor Bookshop.



Rahl, Leslie. “How to Select a Buy-Side Risk Management System.” 2002, 100 Women in Hedge Funds.



Ramaswamy, Srichander. “Managing Credit Risk in a Corporate Bond Portfolio.” 2002, Journal of Portfolio Management, Volume 28, Number 3, pp. 67 – 72.



Ramesh, Lalita; Yago, Glenn. “Hedge Funds: Systemic Risk and Public Policy.” 1999, Journal of Alternative Investments, Volume 2, Number 2, pp. 69 – 76.



Rattray, Sandy. “Assessing a Fair Level for Implied Volatility.” 2000, Derivatives Quarterly, Volume 7, Number 1, pp. 36 – 48.



Reilly, Frank K. and Wright, David J. “Analysis of Risk-Adjusted Performance of Global Market Assets.” Journal of Portfolio Management, Spring2004, Vol. 30 Issue 3, p63, 15p.



Rekenthaler, John; Gambera, Michelle; Charlson, Joshua. “Estimating Portfolio Style in U.S. Equity Funds: A Comparative Study of Portfolio-Based Fundamental Style Analysis and Returns-Based Style Analysis.” Journal of Investing, Fall2006, Vol. 15 Issue 3, p25-33.



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Rhyu, Sam. “Review of Evaluating and Implementing Hedge Fund Strategies: The Experience of Managers and Investors.” Journal of Alternative Investments, Spring2004, Vol. 6 Issue 4, p93, 2p.



Rösch, Daniel and Scheule, Harald. “Forecasting Retail Portfolio Credit Risk.” Journal of Risk Finance, Winte/Spring2004, Vol. 5 Issue 2, p16, 17p, 7 charts, 12 graphs.



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Rowan, Samantha. “Bonds are beautiful: many plan sponsors have turned to fixed-income securities to stop the bleeding in their portfolios. (Investing: Pension Forum).” Institutional Investor, Dec 2002 v36 i12 p91(1).

Rubinstein, Mark. “Derivatives Performance Attribution.” 2001, Journal of Financial and Quantitative Analysis, Volume 36, Number 1.

Rzepczynski, Mark S. “Investments--Volume 1: Portfolio Theory and Asset Pricing; Volume 2: Securities, Prices and Performance.” Financial Analysts Journal. Charlottesville: Mar/Apr 2001. Vol. 57, Iss. 2; p. 82 (2 pages).



Sam, Chung; Rosenberg, Mark and Tomeo, James F. “Hedge Fund of Fund Allocations Using a Convergent and Divergent Strategy Approach.” Journal of Alternative Investments, Summer2004, Vol. 7 Issue 1, p44, 10p, 2 charts, 8 graphs.



Santangelo, Betty. “New anti-money laundering rules for investment funds on the horizon.” Journal of Investment Compliance, Winter 2003 v2 i3 p25(9).



Scout, Matthew. “HOW TO BUILD YOUR PORTFOLIO.” Journal of Investment Compliance. New York: Apr 2004. Vol. 34, Iss. 9; p. 36 (1 page).



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Shen, Hubert. “Risk Allocation For Pension Funds: Beyond Measurement to Management.” 1999, Journal of Risk Finance, Volume 1, Number 1, pp. 29 – 40.



Schneeweis, Thomas; Spurgin, Richard. “Alpha, Alpha Who's Got the Alpha?” 1999, Journal of Alternative Investments, Volume 2, Number 3, pp. 83 – 87.



Schwartz, Robert A. and Steil, Benn. “Controlling institutional trading costs: we have met the enemy, and it is us.” Journal of Portfolio Management, Spring 2002 v28 i3 p39(11).



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Scott, James., Stumpp, Mark.,and Xu, Peter. “Behavioral bias, valuation, and active management.” Financial Analysts Journal. Charlottesville: Jul/Aug 1999. Vol. 55, Iss. 4; p. 49 (9 pages).



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Shapiro, Harvey D. “Better times are coming--and this time our panel really means it: with war fears resolved, credit analysts focus on the case for economic recovery.” Institutional Investor, Sept 2003 v37 i9 p93(7).



Sharpe, Marc J. “Constructing the Optimal Hedge Fund of Funds.” 1999, Journal of Wealth Management, Volume 2, Number 1, pp. 35 – 44.



Siegmann, Arjen H.; Lucas, Andre. “Explaining Hedge Fund Investment Styles by Loss Aversion: A Rational Alternative.” 2002, Social Science Research Network Electronic Library.



Singh, Laurie Kaplan. “Back to basics: Top-down equity managers bet that old-line industries will outperform the market when the recovery kicks in later this year. (Investing Portfolio Strategy).” Institutional Investor, Feb 2002 v36 i2 p85(2).






Sivitanides, Petros S.; Southard, Jon A.; Torto, Raymond G.; Wheaton, William C. “Evaluating Real Estate Risk: Equity Applications.” 2002, Real Estate Finance, Volume 18, Number 4, pp. 7 – 17.



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Sprew, Rose. “Basic principles in Activism Management.” The Institutional Investor, Fall 2000 v5 i8 p34(12).



Spurgin, Richard B. “How to Game Your Sharpe Ratio.” 2001, Journal of Alternative Investments, Volume 4, Number 3, pp. 38 – 46.



Stadulis, Lawrence P. and Levin, Timothy W. “SEC regulation of investment company investments in securities related businesses under the Investment Company Act of 1940.” Villanova Journal of Law and Investment Management, Spring 2000 v2 i1 p9-44.



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