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A B C D E F G H I J K L M N O P Q R S T U V W X Y  Z 
Ackermann, Carl, Richard McEnally, and David Ravenscraft. “The Performance of Hedge Funds: Risk, Return, and Incentives.” Journal of Finance (June 1999).
Amnec, N., and L. Martellini. “The Brave New World of Hedge Fund Indexes.” USC Working Paper, 2002.
Anson, Mark. “Symmetrical Performance Measures and Asymmetrical Trading Strategies: A Cautionary Example,” Journal of Alternative Investments (2002).
Baer, G., and Gary Gensler. The Great Mutual Fund Trap. Broadway Books, 2002, New York, NY.
Beebower, Gilbert L., Gary P. Brinson, and L. Randolph Hood. “Determinants of Portfolio Performance.” Financial Analysts Journal (1986).
Bernstein, Peter L. Against the Gods: The Remarkable Story of Risk. New York: John Wiley & Sons, 1996.
Bernstein, Peter L. Capital Ideas: The Improbable Origins of Modern Wall Street. New York: Free Press, 1992.
Bernstein, William. The Intelligent Asset Allocator. New York: McGraw-Hill, 2000.
Biggs, Barton. “Ben Graham Would Be Proud,” Morgan Stanley Investment Perspectives New York, (April 19, 1993).
Blitzer, David M. Outpacing the Pros. New York: McGraw-Hill, 2001.
Bodie, Zvi, Alex Kane, Alan J. Marcus. Investments (Third Edition). Richard D. Irwin, Chicago 1996.
Bogle, John C. Bogle on Mutual Funds. New York: Dell, 1994.
Bogle, John C. Common Sense on Mutual Funds. New York: John Wiley & Sons, 1999.
Brandhorst, Eric. “The Future of Asset Management; Separation of Market Returns and Value-Added.” State Street Global Advisors Point of View (September 2003).
Brandhorst, Eric. “Problems with Manager Universe Data.” State Street Global Advisors (November 22, 2002) [available on].
Brown, J., W. Goetzmann, and R. Ibbotson. “Offshore Hedge Funds, Survival and Performance, 1989–1995.” Journal of Business (1999).
Brown, Stephen, William Goetzmann, and Roger Ibbotson. “Offshore Hedge Funds: Survival and Performance, 1989–95.” Journal of Business, vol. 72 (1999).
Carhart, Mark M. “On Persistence in Mutual Fund Performance.” Working Paper, School of Business Administration, University of Southern California (Draft dated September 1, 1996).
Chow, G., and M. Kritzman. “Value at Risk for Portfolios with Short Positions.” Journal of Portfolio Management (2002).
Courtney, David. From Forum to Futures, 2000 Years of Britain’s Commodity Markets, London Metal Bulletin Books Ltd., 1991.
Culp, Christopher. The Risk Management Process. New York; John Wiley & Sons, 2001.
Droms, William G., and David A. Walker. “Mutual Fund Investment Performance.” Quarterly Review of Economics and Finance, vol. 36, no. 3 (Fall 1996).
Edwards, Franklin, and Jimmy Liew. “Hedge Funds versus Managed Futures as Asset Classes.” Journal of Derivatives (Summer 1999).
Edwards, R. “Hedge Fund and Commodity Fund Investments in Bull and Bear Markets.” Journal of Portfolio Investments (2001).
Ellis, Charles D. “The Loser’s Game. ” Financial Analyst Journal (July/August 1975).
Ellis, Charles D. and Brennan, John J. Winning the Loser’s Game. McGraw-Hill Trade; 4th edition (March 14, 2002).
Elton, Edwin J., Martin J. Gruber, and Christopher R. Blake. “The Persistence of Risk-Adjusted Mutual Fund Performance.” Journal of Business (1996).
Fabozzi, Frank J. and Robert Molay. Perspectives on Equity Indexing. New Hope PA, Frank J. Fabozzi Associates, 2000.
Fama, Eugene F. “Efficient Capital Markets: A Review of Theory and Empirical Work.” Journal of Finance (1970).
Fama, Eugene F. “Random Walks in Stock Prices.” Financial Analysts Journal (September/October 1965).
Ferri, Richard. All about Index Funds. New York: McGraw-Hill, 2002.
Fothergill, M., and C. Coke. “Funds of Hedge Funds.” Research Paper, Deutsche Bank (2000).
Francis, Jack C., William W. Toy, and J. Gregg Whittaker. The Handbook of Equity Derivatives. New York: John Wiley & Sons, 1999.
Fung, W., and D. Hsieh. “Asset Based Hedge Fund Styles and Portfolio Diversification.” Working Paper, Fuqua School of Business, Duke University (2001).
Fung, William, and David Hsieh.  “Performance Characteristics of Hedge Funds and Commodity Funds: Natural versus Spurious Biases.” Journal of Financial and Quantitative Analysis, vol. 35 ( 2000).
Goodspeed, Bennett W. The Tao Jones Averages –  A Guide to Whole-Brained Investing. E.F. Dutton, New York 1983.
Gastineau, Gary L.  The Exchange-Traded Funds Manual. New York: John Wiley & Sons (2002).
Goetzmann, William N., and Roger G. Ibbotson.   “Do Winners Repeat?” Journal of Portfolio Management (Winter 1994).
Goldman Sachs & Co., and Financial Risk Management Ltd. “  The Hedge Fund ‘Industry’ and Absolute Return Funds.” Journal of Alternative Investments. (Spring 1999).
Green, Gary.  Beating the Index with Index Funds. RGB Media (2001).
Grinblatt, Mark, and Sheridan Titman.  “A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques.” Journal of Financial and Quantitative Analysis, vol. 29, no. 3 (September 1994).
Grinold, Richard C., and Ronald N. Kahn.  Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk. New York: McGraw-Hill, 1999.
Haugen, Robert A.   The New Finance: A Case against Efficient Markets Prentice-Hall, 1999.
Henker, Thomas. “Naïve Diversification for Hedge Funds.  ” Journal of Alternative Assets (Winter 1998).
Ibbotson, Roger G., and Paul D. Kaplan.  “Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?” Financial Analysts Journal, Association for Investment Management and Research (January/February 2000).
Ineichen, A.  “In Search of Alpha—Investing in Hedge Funds.” Research Paper, UBS Warburg (2000).
Ineichen, A.  “The Search for Alpha Continues.” Research Paper, UBS Warburg (2001).
Janke, William W.   “The Development of Structured Portfolio Management: A Contextual View,” in Quantitative International Investing ed. Brian Bruce (Chicago: Probus Publishing Company, 1990), pp.|nb|153–181.
Jeffrey, Robert H. and Arnott, Robert D.  “Is Your Alpha Big Enough to Cover Its Taxes?” Journal of Portfolio Management (Spring 1993).
Kahn, Ronald N., and Andrew Rudd.  “Does Historical Performance Predict Future Performance?” BARRA Newsletter (Spring 1995).
Lamm, R. McFall, Jr.   “Portfolios of Alternative Assets: Why Not 100% Hedge Funds?” Journal of Investing (Winter 1999): 87–97.
Lederman, Jess, and Keith K.H. Park (Eds).  The Global Equity Markets. Probus Publishing Company – Chicago/Cambridge UK - 1991
L’habitant, Francois-Serge, and Michelle Learned.  “Hedge Fund Diversification: How Much is Enough?” Journal of Alternative Investments (Winter 2002).
Liang, Bing.  “Hedge Funds: The Living and the Dead.” Journal of Financial and Quantitative Analysis (2001).
Lo, Andrew. “Risk Management for Hedge Funds: Introduction and Overview.” Financial Analysts Journal (November/December 2001).
Magin, John and Donald Tuttle (Eds). Managing Investment Portfolios – A Dynamic Process. Second Edition Charlottesville VA, Association of Investment Management and Research, 1990
Malkiel, Burton G. A Random Walk down Wall Street, 8th ed. New York: W.W. Norton, 2003.
Malkiel, Burton G. “Returns from Investing in Equity Mutual Funds 1971 to 1991.” Journal of Finance, vol. L, no. 2 (June 1995).
Malkiel, Burton G., and Alexander Radisich. “The Growth of Index Funds and the Pricing of Equity Securities.” Journal of Portfolio Management (Winter 2001).
Markowitz, Harry M. “Portfolio Selection.” Journal of Finance (March 1952).
Murphy, John J. Intermarket Technical Analysis – Trading Strategies for the Global Stock, Bond, Commodity and Currency Markets. Wiley Finance/ John Wiley & Sons, New York 1991
Park, James, and Jeremy Staum. “Fund of Funds Diversification: How Much is Enough?” Journal of Alternative Assets (Winter 1998).
Park, James, Stephen Brown, and William Goetzmann. “Performance Benchmarks and Survivorship Bias for Hedge Fund and Commodity Trading Advisors.” Hedge Fund News (August 1999).
Park, Keith K.H. and Steven A. Schoenfeld The Pacific Rim Futures and Options Markets: A Comprehensive, Country-By-Country Reference to the World’s Fastest-Growing Financial Markets. Probus Professional Publishers, 1992. Chicago IL/Cambridge, UK.
Park, Keith K.H. and Antoine W. van Agtmael (Eds.). The World’s Emerging Stock Markets <> Probus Publishing Company – Chicago/Cambridge, UK 1993.
PriceWaterhouseCoopers. “25 Years of Indexing: An Analysis of the Costs and Benefits” (commissioned by Barclays Global Investors), July 1998.
Purcell, David, and Paul Crowley. “The Reality of Hedge Funds.” Journal of Investing (Fall 1999): 26–44.
Ross, Barry. “Hedge Funds: A Walk through the Graveyard.” Working Paper, Applied Finance Center, MacQuarie University (March 2003).
Samuelson, Paul A. “Challenge to Judgment.” Journal of Portfolio Management (Fall 1974).
Samuelson, Paul A. “The Judgment of Economic Science on Rational Portfolio Management: Indexing, Timing, and Long-Horizon Effects.” Journal of Portfolio Management (Fall 1989).
Sauter, Gus. “Index Rex.” Journal of Indexes. Third quarter, 2003.
Schneeweis, T., H. Kazemi, and G. Martin. “Understanding Hedge Fund Performance.” Research Paper, Lehman Brothers (2001).
Schoenfeld, Steven. “Perfection Impossible—Why Simply ‘Good’ Indexes Can Result in a More Perfect Solution.” Journal of Indexes. Second quarter, 2002.
Schoenfeld, Steven, Edward Strawderman. “Emerging Futures and Options Markets – An Overview of Issues and Prospects in Developing Countries.” Research Study Series – International Finance Corporation (World Bank Group), Washington, DC (March 1994).
Schoenfeld, Steven., Peter Handley, and Binu George. “International Equity Benchmarks for U.S. Investors.” Investment Insights, Barclays Global Investors (December 2000).
Schoenfeld, Steven, and Robert Ginis. “International Equity Benchmarks for North American Investors.” Investment Insights <> Barclays Global Investors (November 2002).
Schoenfeld, Steven A. “Index-Based Investment in Emerging Stock Markets.” Emerging Markets Quarterly, Institutional Investor (Spring 1998).
Schoenfeld, Steven A., and Robert Ginis. “International Equity Benchmarks for U.S. Investors” (updated edition including sector and style indexes). Investment Insights, Barclays Global Investors (November 2002).
Sharpe, William F . “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk.” Journal of Finance (September 1964).
Sharpe, William F. “The Arithmetic of Active Management.” Financial Analyst Journal (January/February 1991).
Siegel, Daniel, and Diane Siegel The Futures Markets. Chicago, Probus Publishing Company 1990
Siegel, Jeremy B. Stocks for the Long Run. New York: McGraw-Hill Professional Publishing, 1998.
Standard & Poor’s. Global Stock Markets Factbook. Standard & Poor’s – New York, 2003 (and previous editions, published by IFC since 1988, and S&P since 2001).
Standard & Poor’s. “Standard & Poor’s Hedge Fund Index—Structure, Methodology, Definitions and Practices.” Research Paper, Standard & Poor’s (2002).
Stevens, Dale H., Surz, Ronald J., and Wimer, Mark E. “The Importance of Investment Policy,” Journal of Investing, vol. 8, no. 4 (Winter 1999): 80–85.
Stoll, H.R. and R.E. Whaley, “Futures and Options on Stock Indices: Economic Purpose, Arbitrage, and Market Structure,” The Review of Futures Markets 7:2 (1988)
Swedroe, Larry. What Wall Street Doesn’t Want You to Know. New York: St. Martin’s Press, 2000.
Tamarkin, Bob <> The Merc: The Emergence of a Global Financial Powerhouse <> New York, HarperCollins , 1993
Van Agtmael, Antoin W., and Keith K.H. Park, eds. The World’s Emerging Stock Markets. Chicago Illinois, Probus Publishing Company 1993
Volkman, David A., and Mark E. Wohar. “Determinants of Persistence in Relative Performance of Mutual Funds.” Journal of Financial Research, vol. 18, no. 4 (Winter 1995).
Weisman, Andrew. “Dangerous Attractions: Informationless Investing and Hedge Fund Performance Measurement Bias.” Journal of Portfolio Management (2002).
Wiandt, Jim, and Will McClatchy. Exchange Traded Funds: An Insider’s Guide to Buying the Market. New York: John Wiley & Sons, 2001.
Young, Patrick and Thomas Theys. Capital Market Revolution – The Future of Markets in an Online World. London; Financial Times-Prentice Hall 1999
Zask, Ezra. Global Investment Risk Management. New York: McGraw-Hill, 1999.

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