Research


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.