Books
Puzzles of Finance, 2000, John Wiley & Sons.

Currency Management: Concepts and Practices, 1996, AIMR, with R. Clarke.

Dictionary of Financial Risk Management, 1996 and 1999, Frank J. Fabozzi Associates,
with G. Gastineau.

The Portable Financial Analyst,1995, McGraw Hill.

The Portable Financial Analyst, 2nd edition, 2003, John Wiley & Sons

Asset Allocation for Institutional Portfolios, 1990, Richard D. Irwin, Inc.

Quantitative Methods for Financial Analysis, 1987 and 1990, Dow Jones-Irwin, with S. Brown.

Articles
"The Hierarchy of Investment Choice: A Normative Interpretation," The Journal of Portfolio Management, Summer 2003, with S. Page.

"Value at Risk for Portfolios with Short Positions," The Journal of Portfolio Management, Spring 2002, with G. Chow.

"Risk Budgets," The Journal of Portfolio Management, Winter 2001, with G. Chow.

"Risk, Regimes, and Overconfidence," The Journal of Derivatives, Spring 2001, with K. Lowry and A-S Van Royen.

"Currency Hedging and the Risk of Loss," The Journal of Alternative Investments, Winter 2000.

"Toward Defining an Asset Class," The Journal of Alternative Investments, Summer 1999.

"Optimal Portfolios in Good Times and Bad," Financial Analysts Journal, May-June 1999,
with G. Chow, E. Jacquier, and K. Lowry.

"Risk Containment for Investors with Multivariate Utility Functions," The Journal of Derivatives, Spring 1998, with D. Rich.