Books and Periodicals

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

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  1. Fundamental Indexing is less of a revolution in investing and more of a repackaging of a long-established discipline of value tilting.

  2. This book aims to help financial professionals use poker insights to improve their job performance — and help poker players on Wall Street.

  3. Ray Bradbury famously defined "living at risk" as jumping off a cliff and building your wings on the way down. Too many financial risk managers who came late to the field think of risk as a passive bad thing to be minimized, an unfortunate by-product of profit-making activities, like air pollution, neckties or meetings.

  4. Flair and imagination are needed to bring wider public participation in bond issuance.

  5. Stress testing is the discipline that measures how confident or unconfident risk managers should be. The field suffers from some confusion, because the term can be used for two different ideas.

  6. The corporation provided the cell wall for complex economic organisms to evolve, but to reach full potential some of them had to be turned inside out.

  7. A review of The Origins of Value, a collection of 20 essays about the evolution of money edited by William Goetzmann and K. Geert Rouwenhorst.

  8. Cliff Asness, John C. Bogle, Peter L. Bernstein, William H. Gross and other industry luminaries offer insights on investment management.

  9. What if Hank Morgan, the protagonist in Mark Twain’s A Connecticut Yankee in King Arthur’s Court, had been a quant?

  10. The fastest way to get rich is to become a deadbeat? The specter of bankruptcy raises interesting situations in credit scenarios.