May 2004
Asset
Pricing and Portfolio Choice
Draft of the 2004 Princeton
Lectures in Finance
May 2004
Investment
Strategy
An article in the UBS Wealth management
magazine, 2nd quarter 2004, on the application of modern investment theory
May 2002
Indexed Investing: A Prosaic Way to Beat
the Average Investor
A talk on indexed investing.
October 2001
Budgeting and Monitoring the Risk of Defined Benefit
Pension Funds
A paper on the ways in which mean/variance based
risk management tools can be used by those responsible for defined benefit
pension funds,
October 2001
Individual Risk and Return Preferences: A
Preliminary Survey
A paper describing the results obtained in a
survey using the Distribution Builder aproach of Sharpe, Goldstein and Blythe
October 2001
Slide Presentation: Individual Risk and Return
Preferences: A Preliminary Survey
Slides summarizing the previous paper