Books and Periodicals

Books, book chapters and trade-magazine articles written by our researchers.

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  1. In both poker and finance an individual's strategic idiocy can be quantified and analyzed.

  2. Aaron Brown looks at the curious evolution of poker.

  3. Was a rogue trader turned baseball player behind the 1919 Black Sox scandal, as a way to cheat his former employer, a gutsy female financier?

  4. A discussion of Derman's biography leads to an answer to the question “just what do you think you are doing?”

  5. A record of the proceedings of a 2004 CFA Institute seminar on hedge fund management.

  6. We consider how to settle options when settlement at expiry is impossible due to market conditions or other problems.

  7. Risk, like nutrition, is an important but intangible component of heavily marketed products. Sensible work is drowned out by shills. The confusion begins by not considering why you want to measure risk.

  8. Do we still need the theory or does it have only historical interest today? If we still need it, can we gain insight by reconsidering it in light of 50 years of progress?

  9. Despite some of the greatest minds having mentally puckered up to it, risk management as a field of study still remains an untransformed frog.

  10. A look at the core ideas of what we do through a brief history of finance as an academic subject.