IFA.com | Index Fund Advisors, Inc. - Wealth Management, Taxes

Step	Author	Year	Title*	Publication
01 Active Investors	Tversky, Amos	1995	The Psychology of Decision Making	ICFA Continuing Education, 7
03 Stock Pickers	Odean, T. & Barber, B. M.	1999	The Courage of Misguided Convictions	November 1999
01 Active Investors	Lewellen, W. G., R. C. Lease and G. G. Schlarbaum	1979	Investment performance and investor behavior.	Journal of Financial and Quantitative Analysis 14(1), 29-5 8.
01 Active Investors	Zweig, Jason	2002	Is Your Brain Wired for Wealth, An owner's manual for the investor's brain: From hunting sloths to picking stocks.	Money Magazine, September 27, 2002
02 Nobel Laureates	Martin Sewell	2011	History of the Efficient Market Hypothesis	UCL Department of Computer Science
02 Nobel Laureates	Alfred Cowles	1958	Liquidity Preference as Behavior Towards Risk	Reprinted from The Review of Economic Studies, No. 67, Feb. 1958
02 Nobel Laureates	Harry Markowitz, Nobel Laureate	1952	Portfolio Selection Nobel Prize Winning Research	The Journal of Finance: Volume VII, Number 1, March 1952
02 Nobel Laureates	Samuelson, Paul A., Nobel Laureate	1974	Challenge to Judgement	The Journal of Portfolio Management, 1974
02 Nobel Laureates	Samuelson, Paul A., Nobel Laureate	1965	Proof that Properly Anticipated Prices Fluctuate Randomly	Industrial Management Review, 1965, Spring, p. 41
02 Nobel Laureates	Samuelson, Paul A., Nobel Laureate	1973	Proof that Properly Discounted Present Values of Assets Vibrate Randomly	The Bell Journal of Economics and Management Science, Vol. 4, No. 2 (Autumn, 1973), pp. 369-374
02 Nobel Laureates	Wan, Dr. Siaw-Peng	2000	Modern Portfolio Theory (Textbook Version of above)	Business 442:Investments,Chapter 5-5
02 Nobel Laureates	Franco Modigliani and Merton H. Miller	1958	The Cost of Capital, Corporation Finance and the Theory of Investment	The American Economic Review, Vol. 48, No. 3 (Jun., 1958), pp. 261-297
02 Nobel Laureates	Sharpe, William F. Nobel Laureate	1991	The Arithmetic of Active Management	The Financial Analysts' Journal Vol 47, No 1, Jan/Feb 1991. pp7-9
02 Nobel Laureates	Sharpe, William F. Nobel Laureate	1966	Mutual fund performance.	Journal of Business 39(1), 119-138.
02 Nobel Laureates	Sharpe, William F. Nobel Laureate	1968	Mutual fund performance and the theory of capital asset pricing: Reply.	Journal of Business 41(2), 235-236.
02 Nobel Laureates	Davis, Jim L.	2001	Explaining Stock Market Returns	Dimensional Fund Advisor's Library
02 Nobel Laureates	Elroy Dimson, London Business School, Massoud Mussavian, London Business School	2000	Three Centuries Of Asset Pricing	London Business School Accounting Subject Area, January, 2000
02 Nobel Laureates	Elroy Dimson, London Business School, Massoud Mussavian, London Business School	1998	A Brief History of Market Efficiency	European Financial Management, Volume 4, Number 1, March 1998, pp 91-193
02 Nobel Laureates	Fama, Eugene	1970	Efficient capital markets: A review of the theory and empirical work.	Journal of Finance, 25 (1970) (2), 383-417
02 Nobel Laureates	Fama, Eugene	1965	The Behavior of Stock Market Prices - LANDMARK PAPER	Journal of Business, Vol 38, Issue 1, Jan 1965, p. 34-105
02 Nobel Laureates	Courtault, Jean-Michel	2000	LOUIS BACHELIER ON THE CENTENARY OF THEORIE DE LA SPECULATION (english)	Mathematical Finance, Vol.10, No.3 (July 2000), 341353, Copyright Blackwell Publishers, Inc.
02 Nobel Laureates	Taqqu, Murad S., Boston University	2001	Bachelier and his Times: A Conversation with Bernard Bru	Mathematical Finance - Bachelier Congress 2000, H. Geman, D. Madan, S.R. Pliska, T. Vorst (Eds.), Springer (July 9, 2001)) Copyright Springer-Verlag (also see Bachelier) (BFS#1,2000) (BFS#2, 2002)
02 Nobel Laureates	Dr. Edward E. Yardeni and David A. Moss	1990	The Triumph of Adam Smith	Prudential-Bache, Economics, July 17, 1990
02 Nobel Laureates	Welch, Ivo	2001	The Top Achievements, Challenges, and Failures of Finance	Yale School of Management Updated June 2001
03 Stock Pickers	Brad M. Barber and Terrance Odean	2003	All That Glitters	October 2003
03 Stock Pickers	Fama, Eugene	1965	Random Walks in Stock Market Prices	The Financial Analysts Journal; Sep/Oct 1965: 55-59 (1)
03 Stock Pickers	Odean & Barber	2000	Trading Is Hazardous to Your Wealth: The Common Stock Performance of Individual Investors	Journal of Finance 55 (2) April 2000
03 Stock Pickers	Sharpe, William F.	1991	The Arithmetic of Active Management	The Financial Analysts' Journal Vol 47, No 1, Jan/Feb 1991. pp7-9
03 Stock Pickers	Fama, Eugene F., Jensen, Michael C., Fisher, Lawrence and Roll, Richard W.	1969	The Adjustment of Stock Prices to New Information	International Economic Review, Vol. 10, February, 1969; STRATEGIC ISSUES IN FINANCE, Available at SSRN: http://ssrn.com/abstract=321524 or doi:10.2139/ssrn.321524
03 Stock Pickers	Cowles, Alfred	1933	Can Stock Market Forecasters Forecast?	Econometrica, 1, July 1933, pp. 309-324
03 Stock Pickers	Cowles, Alfred	1944	Stock Market Forecasting	Econometrica, 12, 1944
03 Stock Pickers	Cowles, Alfred	1960	A Revision of Previous Conclusions Regarding Stock Price Behavior	Econometrica, 28(4), 1960
03 Stock Pickers	Barber, Lehavy	2001	Phophets and Losses: Reassessing the Returns to Analysts' Stock Recommendations	Working Paper as of July 2001
03 Stock Pickers	Barber, Lehavy	2001	Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns	The Journal of Finance: Volume LVI, Number 2, April 2001
03 Stock Pickers	Kritzman, M	1986	How to detect skill in management performance.	Journal of Portfolio Management 12(2), 16-20.
03 Stock Pickers	Grinblatt, Mark, Sheridan Titman and Russ Wermers,	1995	Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior.	American Economic Review 85, 1088-1105.
03 Stock Pickers	Johnson, Melissa	2001	Overview: Small Cap Alpha Myth	Index Fund Advisors, 2001
03 Stock Pickers	Ennis, Richard M. Sebastian, Michael D.	2001	The Small Cap Alpha Myth	2001, Ennis Knupp & Associates, Inc.
03 Stock Pickers	Horst, Jenke, et al	1998	Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample	October 23, 1998
03 Stock Pickers	Good, W. R	1984	Accountability for pension fund performance.	Financial Analysts Journal 40(1), 39-45.
03 Stock Pickers	Carhart, Mark M.	1997	Mutual Fund Survivorship	May 15, 1997
03 Stock Pickers	Liang, Bing	2000	Hedge Funds: The Living and the Dead	Journal of Financial and Quantitative Analysis, Vol. 35, No 3, September 2000 (more)
03 Stock Pickers	Quigley, Garret, Sinquefield	2000	Performance of UK Equity Unit Trusts	Journal of Asset Management, Vol 1,1
03 Stock Pickers	Levy, H	1984	Measuring risk and performance over alternative investment horizons.	Financial Analysts Journal 40(2), 61-68.
03 Stock Pickers	Granatelli, A., and J. D. Martin	1984	Management quality and investment performance.	Financial Analysts Journal 40(6), 72-74.
03 Stock Pickers	Brinson, G. P., J. J. Diermeier, and G. G. Schlarbaum	1986	A composite portfolio benchmark for pension plans.	Financial Analysts Journal 42(2), 15-24.
03 Stock Pickers	Dietz, Peter	1968	Pension fund performance.	Financial Analysts Journal 24(5), 131-138.
03 Stock Pickers	Schneider, T. H.	1969	A worksheet technique for measuring performance.	Financial Analysts Journal 25(3), 105-111.
03 Stock Pickers	Gumperz, J., and E. Page	1970	Misconceptions of pension fund performance.	Financial Analysts Journal 26(3), 30-34.
03 Stock Pickers	Bogle, J. C	1970	Mutual fund performance evaluation.	Financial Analysts Journal 26(6), 25-34.
03 Stock Pickers	Levy, H., and M. Sarnat	1972	Investment performance in an imperfect securites marke and the case for mutual funds.	Financial Analysts Journal 28(2), 77.
03 Stock Pickers	Spigelman, J. H.	1974	What basis for superior performance?	Financial Analysts Journal 30(3), 32-45.
03 Stock Pickers	Beebower, G. L., and G. L. Bergstonn	1977	A performance analysis of pension and profit-sharing portfolios: 1966-1975.	Financial Analysts Journal 33(3), 31-42.
03 Stock Pickers	Ferguson, R	1980	Performance measurement doesn't make sense.	Financial Analysts Journal 36(3), 59-70.
03 Stock Pickers	Good, W. R	1983	Measuring performance.	Financial Analysts Journal 39(3), 19-24.
03 Stock Pickers	Odean, T. & Barber, B. M.	2000	Too Many Cooks Spoil the Profits: Investment Club Performance	Financial Analysts' Journal January/February 2000
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1987	How to Evaluate a Portfolio Manager.	Financial Markets and Portfolio Management 1(2), 9-20.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1995	Performance Evaluation.	Handbook in Operations Research and Management Science, Vol. 9: Finance Jarrow, R., Maksimovic, V., and Ziemba, W. (Eds.)(Elsevier Science), 581-609.
03 Stock Pickers	Treynor, Jack and K. Mazuy	1966	Can mutual funds outguess the market.	Harvard Business Review (45), 131-136.
03 Stock Pickers	Treynor, Jack	1965	How to rate management of investment funds.	Harvard Business Review (43), 63-75.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman,	1989	How to Avoid Games Portfolio Managers Play.	Institutional Investor 23, 14 (Nov), 35-36.
03 Stock Pickers	Fisher, L., and R. Weil	1971	Coping with the risk of interest-rate fluctuations: Returns to bondholders from naive and optimal strategies.	Journal of Business 44 (4), 408-431.
03 Stock Pickers	Cohen, K., and J. Pogue	1968	Some comments concerning mutual fund versus random portfolio performance.	Journal of Business 41(2), 180-190.
03 Stock Pickers	Sharpe, William F.	1968	Mutual fund performance and the theory of capital asset pricing: Reply.	Journal of Business 41(2), 235-236.
03 Stock Pickers	Treynor, J. L., and F. Black	1973	How to use security analysis to improve portfolio selection.	Journal of Business 46(1), 66-86.
03 Stock Pickers	Horowitz, I	1966	The "Reward to Variability" ratio and investment performance.	Journal of Business 39(4), 485-488.
03 Stock Pickers	Sharpe, William F.	1966	Mutual fund performance.	Journal of Business 39(1), 119-138.
03 Stock Pickers	Crenshaw, T. E	1977	Evaluation of investment performance.	Journal of Business 50(4), 462-485.
03 Stock Pickers	Mains, N	1977	Risk, the pricing of capital assets, and the evaluation of investment portfolios: Comment.	Journal of Business 50(3), 371-384.
03 Stock Pickers	Henriksson, R. D., and R. C. Merton	1981	On market timing and investment performance. II. Statistical procedures for evaluationg forecasting skills.	Journal of Business 54(4), 513-533.
03 Stock Pickers	Kon, S. J	1983	The market-timing performance of mutual fund managers.	Journal of Business 56(3), 323-347.
03 Stock Pickers	Admati, Anat R., and Stephen A. Ross	1985	Measuring investment performance in a rational expectations equilibrium model.	Journal of Business 58(11), 11-26.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman,	1989	Mutual fund performance: An analysis of quarterly portfolio holdings.	Journal of Business 62(3), 393-416.
03 Stock Pickers	Lee, C., and S. Rahman	1990	Market timing, selectivity, and mutual fund performance: An empirical investigation.	Journal of Business 63(2), 261-278.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1993	Performance Measurement Without Benchmarks: An Examination Of Mutual Fund Returns.	Journal of Business 66(1), 47-68.
03 Stock Pickers	Blake, Christopher R., Edwin J. Elton and Martin J. Gruber	1993	The Performance Of Bond Mutual Funds.	Journal of Business 66(3), 371-403.
03 Stock Pickers	Elton, Edwin J., Martin J. Gruber and Christopher R. Blake,	1996	The Persistence Of Risk-Adjusted Mutual Fund Performance.	Journal of Business 69(2,Apr), 133-157.
03 Stock Pickers	Woodward, R. S.	1983	The peformance of UK closed-end funds: A comparison of the various ranking criteria.	Journal of Business Finance and Accounting 10(3), 419-427.
03 Stock Pickers	Okunev, J	1990	An alternative measure of mutual fund performance.	Journal of Business Finance and Accounting 17(2), 247-264.
03 Stock Pickers	Ashton, D. J	1990	A problem in the detection of superior investment performance.	Journal of Business Finance and Accounting 17(3), 337-350.
03 Stock Pickers	Matulich, S,	1975	Portfolio performance with lending or borrowing.	Journal of Business Finance and Accounting 2(3), 341-348.
03 Stock Pickers	Peasnell, K. V., L. C. Skerratt and P. A. Taylor	1979	An arbitrage rationale for tests of mutual fund performance.	Journal of Business Finance and Accounting 6(3), 373-400.
03 Stock Pickers	Morris, R. C., and, P. F. Pope	1981	The Jensen measure of portfolio performance in an arbitrage pricing theory context.	Journal of Business Finance and Accounting 8(2), 203-220.
03 Stock Pickers	Calvett, A. L., and J. Lefoll	1981	Performance and systematic risk stability of Canadian mutual funds under inflation.	Journal of Business Finance and Accounting 8(2), 279-290.
03 Stock Pickers	Belkaoui, A.	1982	Judgement related issues in performance evaluation.	Journal of Business Finance and Accounting 9(4), 489-500.
03 Stock Pickers	Appleyard, A. R., N. Strong, and M. Walker	1982	Mutual fund performance in the context of models of equilibrium capital asset pricing.	Journal of Business Finance and Accounting 9(3), 289-296.
03 Stock Pickers	Barnea, A., and D. E. Logue	1976	Stock trading and portfolio performance.	Journal of Business Research (7), 150-157.
03 Stock Pickers	West, R.	1968	Mutual fund performance and the theory of capital asset pricing: Some comments.	Journal of Business" 41(2), 230-234.
03 Stock Pickers	Francis, J., and F. Fabozzi	1980	Stability of mutual fund systematic risk statistics.	Journal of BusinessResearch (8), 263-275.
03 Stock Pickers	Alexander, Gordon J., and Roger D. Stover	1980	Consistency of mutual fund performance during varying market conditions	Journal of Economics and Business (32), 219-226.
03 Stock Pickers	Dybvig, P. H., and S. A. Ross	1985	The analytics of performance measurement using a security market line.	Journal of Finance 40(2), 401-416.
03 Stock Pickers	Dybvig, P. H., and S. A. Ross,	1985	Differential information and performance measurement using a security market line.	Journal of Finance 40(2), 383-400.
03 Stock Pickers	Green, R	1986	Benchmark portfolio inefficiency and deviations from the security market line.	Journal of Finance 41(3), 295-312.
03 Stock Pickers	Elton, E. J., M. J. Gruber, and S. Grossman	1986	Discrete expectational data and portfolio performance.	Journal of Finance 41(3), 699-712.
03 Stock Pickers	Cadsby, C. B	1986	Performance hypothesis testing with the Sharpe and Treynor measures.	Journal of Finance 41(5), 1175-1176.
03 Stock Pickers	Lehmann, B., and D. Modest	1987	Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons.	Journal of Finance 42(2), 233-265.
03 Stock Pickers	Cumby, R. E., and J. D. Glen	1990	Evaluating the performance of international mutual funds.	Journal of Finance 45(2), 497-521.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1992	The persistence of mutual fund performance.	Journal of Finance Vol 47, 1977-1984.
03 Stock Pickers	Chopra, Navin, Charles M. C. Lee, Andrei Shleifer and Richard H. Thaler	1993	Yes, Discounts On Closed-End Funds Are A Sentiment Index.	Journal of Finance 48(2), 801-808.
03 Stock Pickers	Daniel, Kent, Mark Grinblatt, Sheridan Titman and Russ Wermers	1997	Measuring mutual fund performance with characteristic-based benchmarks.	Journal of Finance 1035-1058(52), .
03 Stock Pickers	Dietz, Peter	1968	Components of a measurement model: Rate of return, risk and timing.	Journal of Finance 23(2), 267-275.
03 Stock Pickers	Bauman, W. S.	1968	Evaluation of prospective investment performance.	Journal of Finance 23(2), 276-295.
03 Stock Pickers	Robinson, R. S	1970	Measuring the risk dimension of investment performance.	Journal of Finance 25(2), 455-468.
03 Stock Pickers	Gaumintz, J	1970	Appraising performance of investment portfolios.	Journal of Finance 25(3), 555-560.
03 Stock Pickers	Mills, H. D	1970	On the measurement of fund performance.	Journal of Finance 25(5), 1125-1132.
03 Stock Pickers	Sarnat, M.	1972	A note on the prediction of portfolio performance from ex post data.	Journal of Finance 27(4), 903-906.
03 Stock Pickers	Fama, E. F	1972	Components of investment performance.	Journal of Finance 27(3), 551-567.
03 Stock Pickers	McDonald, J	1973	French mutual fund performance: Evaluation of internationally-diversified portfolios.	Journal of Finance 28(5), 1161-1180.
03 Stock Pickers	Shashua, L., and Y. Goldschmidt	1974	An index for evaluating financial performance.	Journal of Finance 29(3), 797-814.
03 Stock Pickers	Fabozzi, F., and J. Francis,	1979	Mutual fund systematic risk for bull and bear markets: An empirical examination.	Journal of Finance 34(5), 1243-1250.
03 Stock Pickers	Roll, R.	1978	Ambiguity when performance is measured by the securities market line.	Journal of Finance 33(4), 1051-1069.
03 Stock Pickers	Guy, J.R	1978	The performance of the British investment trust industry.	Journal of Finance 33(2), 443-455.
03 Stock Pickers	Kon, Stanley J., and Frank C. Jen	1978	Estimation of time-varying systematic risk and performance for mutual fund portfolios: An application of switching regression.	Journal of Finance 33(2), 457-475.
03 Stock Pickers	Tehranian, H.	1980	Empirical studies in portfolio performance using higher degrees of stochastic dominance.	Journal of Finance 35(1), 159-220.
03 Stock Pickers	Peterson, D., and M. L. Rice	1980	A note on ambiguity in portfolio performance measures.	Journal of Finance 35(5), 1251-1256.
03 Stock Pickers	Jobson, J. D., and B. M. Korkie	1981	Performance hypothesis testing with the Sharpe and Treynor measures.	Journal of Finance 36(4), 889-908.
03 Stock Pickers	Nagorniak, J. J	1982	Risk adjusted equity performance measurement.	Journal of Finance 37(2), 555-561.
03 Stock Pickers	Chua, J. H., and R. S. Woodward	1983	J.M. Keynes's investment performance: A note.	Journal of Finance 38(1), 232-236.
03 Stock Pickers	Jobson, J. D., and B. Korkie	1984	On the Jensen measure and marginal improvements in portfolio performance.	Journal of Finance 39(1), 245-252.
03 Stock Pickers	Friend, I., and D. Vickers,	1965	Portfolio selection and investment performance.	Journal of Finance 39(1), 391-415.
03 Stock Pickers	Malkiel, Burton G	1995	Returns From Investing In Equity Mutual Funds 1971 To 1991.	Journal of Finance 50(2), 549-572.
03 Stock Pickers	Brown, Stephen J., William N. Goetzmann and Stephen A. Ross	1995	Survival.	Journal of Finance 50(3), 853-873.
03 Stock Pickers	Chevalier, Judith and Glenn Ellison	1999	Are Some Mutual Fund Managers Better than Others? Cross-Sectional Patterns in Behavior and Performance	Journal of Finance 54(3) 875-899.
03 Stock Pickers	Falkenstein, Eric G,	1996	Preferences For Stock Characteristics As Revealed By Mutual Fund Portfolio Holdings.	Journal of Finance 51(1,Mar), 111-135.
03 Stock Pickers	Brown, Keith C., W. V. Harlow and Laura T. Starks	1996	Of Tournaments And Temptations: An Analysis Of Managerial Incentives In The Mutual Fund Industry.	Journal of Finance 51(1,Mar), 85-110.
03 Stock Pickers	Ferson, Wayne E. and Rudi W. Schadt	1996	Measuring Fund Strategy And Performance In Changing Economic Conditions.	Journal of Finance 51(2,Jun), 425-461.
03 Stock Pickers	Gruber, Martin J	1996	Presidential Address: Another Puzzle: The Growth In Actively Managed Mutual Funds.	Journal of Finance 51(3,Jul), 783-810.
03 Stock Pickers	Smith, K., and D. Tito.	1969	Risk-return measures of ex-post portfolio performance.	Journal of Financial and Quantitative Analysis 4(4), 449-47 1.
03 Stock Pickers	Young, W. E., and R. H. Trent	1969	Geometric mean approximations of individual security and portfolio performance.	Journal of Financial and Quantitative Analysis 4(2), 179-200.
03 Stock Pickers	Ang, James S., and Jess H. Chua	1979	Composite measures for the evaluation of investment performance.	Journal of Financial and Quantitative Analysis 14(2), 361-384.
03 Stock Pickers	Shick, R., and J. Trieschmann	1978	Some further evidence on the performance of property-liability insurance companies' stock portfolios.	Journal of Financial and Quantitative Analysis 13(1), 157-166.
03 Stock Pickers	Lee, C., and F. Jen	1978	Effects of measurement error on systematic risk and performance measurement.	Journal of Financial and Quantitative Analysis 13(2), 299-312.
03 Stock Pickers	Kim, T,	1978	An assessment of the performance of mutual fund management: 1969-1975.	Journal of Financial and Quantitative Analysis 13(3), 385-406.
03 Stock Pickers	Ang, James S.	1978	A note on the leverage effects on portfolio performance measures.	Journal of Financial and Quantitative Analysis 13(3), 567-572.
03 Stock Pickers	Miller, R. E., and A. K. Gehr,	1978	Sample size bias and Sharpe's performance measure: A note.	Journal of Financial and Quantitative Analysis 13(5), 943-946.
03 Stock Pickers	Saunders, A., C. Ward, and R. Woodward	1980	Stochastic dominance and the performance of U.K. unit trusts.	Journal of Financial and Quantitative Analysis 15(2), 323-330.
03 Stock Pickers	Miller, T. W., and N. Gressis	1980	Nonstationarity and evaluation of mutual fund returns.	Journal of Financial and Quantitative Analysis 15(3), 639-654.
03 Stock Pickers	Fabozzi, F., J. Francis, and C. Lee,	1980	Generalized functional form for mutual fund returns.	Journal of Financial and Quantitative Analysis 15(5), 1107-1120.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1994	A Study Of Monthly Mutual Fund Returns And Performance Evaluation Techniques.	Journal of Financial and Quantitative Analysis 29(3), 419-444.
03 Stock Pickers	Levy, R. A	1968	Measurement of investment performance.	Journal of Financial and Quantitative Analysis 3(1), 35-58.
03 Stock Pickers	Carlson, R	1970	Aggregate performance of mutual funds, 1948-1967.	Journal of Financial and Quantitative Analysis 5(1), 1-32.
03 Stock Pickers	Arditti, F	1971	Another look at mutual fund performance.	Journal of Financial and Quantitative Analysis 6(3), 909-912.
03 Stock Pickers	Rothstein, M.	1972	On geometric and arithmetic portfolio performance indices.	Journal of Financial and Quantitative Analysis 7(4), 1983-1992.
03 Stock Pickers	Monroe, R., and, J. Trieschmann	1972	Portfolio performance of property-liability insurance companies.	Journal of Financial and Quantitative Analysis 7(2), 1595-1611.
03 Stock Pickers	Swadener, P.	1973	Portfolio performance of property-liability insurance companies: Comment	Journal of Financial and Quantitative Analysis 7(2), 1619-1623.
03 Stock Pickers	Klemkosky, R	1973	The bias in composite performance measures.	Journal of Financial and Quantitative Analysis 8(3), 505-514.
03 Stock Pickers	Joy, M., and B. Porter,	1974	Stochastic dominance and mutual fund performance.	Journal of Financial and Quantitative Analysis 9(1), 25-3 1.
03 Stock Pickers	Schlarbaum, G.	1974	The investment performance of the common stock portfolios of property-liability insurance companies.	Journal of Financial and Quantitative Analysis 9(1), 89-106.
03 Stock Pickers	McDonald, J	1974	Objectives and performance of mutual funds, 1960-1969.	Journal of Financial and Quantitative Analysis 9(3), 311-333.
03 Stock Pickers	Chordia, Tarun	1996	The Structure Of Mutual Fund Charges.	Journal of Financial Economics 41(1,May), 3-39.
03 Stock Pickers	Jobson, J. D., and B. Korkie	1982	Potential performance and tests of portfolio efficiency.	Journal of Financial Economics 10(4), 433-466.
03 Stock Pickers	Copeland, T. E., and D. Mayers	1982	The Value Line enigma (1965-1978): A case study of performance measurement issues.	Journal of Financial Economics 10(3), 289-322.
03 Stock Pickers	Connor, G., and R. A. Korajczyk	1986	Performance measurement with the arbitrage pricing theory: A new framework for analysis.	Journal of Financial Economics 15(3), 373-394.
03 Stock Pickers	Pontiff, Jeffrey	1994	Closed-End Fund Premia And Returns: Implications For Financial Market Equilibrium.	Journal of Financial Economics 37(3), 341-370.
03 Stock Pickers	Warther, Vincent A.	1995	Aggregate Mutual Fund Flows And Security Returns.	Journal of Financial Economics 39(2/3), 209-235.
03 Stock Pickers	Cornell, Brad	2008	Luck, Skill and Investment Performance	Current version not published
03 Stock Pickers	Cornell, B	1979	Asymmetric information and portfolio performance measurement.	Journal of Financial Economics 7(4), 381-390.
03 Stock Pickers	Roll, R.	1978	Measuring portfolio performance and the empirical content of asset pricing models: A reply.	Journal of Financial Economics 7(4), 391-400.
03 Stock Pickers	Mayers, D., and E. M. Rice	1979	Measureing portfolio performance and the empirical content of asset pricing models.	Journal of Financial Economics 7(1), 3-28.
03 Stock Pickers	Verrecchia, R. E.	1980	The Meyers-Rice conjecture: A counterexample.	Journal of Financial Economics 8(1), 87-100.
03 Stock Pickers	Chang, E., and W. Lewellen	1985	An arbitrage pricing approach to evaluating mutual fund performance.	Journal of Financial Research 8(1), 15-30.
03 Stock Pickers	Chevalier, Judith and Glenn Ellison	1997	Risk Taking by Mutual Funds as a Response to Incentives	Journal of Political Economy 114() 389-432.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1987	How Clients Can Win the Gaming Game.	Journal of Portfolio Management (Summer), 14-23.
03 Stock Pickers	Smidt, S.	1978	Investment horizons and performance measurement.	Journal of Portfolio Management 4(2), 18-22.
03 Stock Pickers	Litzenberger, R., and H. B. Sosin	1978	The performance and potential of dual purpose funds.	Journal of Portfolio Management 4(3), 56-68.
03 Stock Pickers	Pohlman, R., J. Ang, and R. Hollinger	1978	Performance and timing: A test of hedge funds.	Journal of Portfolio Management 4(3), 69-72.
03 Stock Pickers	French D. W., and G. V. Henderson,	1985	How well does performance evaluation perform?	Journal of Portfolio Management 1 1(2), 15-18.
03 Stock Pickers	Brinson, G. P., and N. Fachler	1985	Measuring non-U.S. equity portfolio performance.	Journal of Portfolio Management 1 1(3), 73-76.
03 Stock Pickers	Sharpe, William F.	1975	Adjusting for risk in performance measurement.	Journal of Portfolio Management 1(2), 29-34.
03 Stock Pickers	Ferguson, R	1986	The trouble with performance measurement.	Journal of Portfolio Management 12(3), 4-9.
03 Stock Pickers	Moses, E. A., J. M. Cheney, and E. T. Viet	1987	A new and more complete performance measure.	Journal of Portfolio Management 13(4), 24-33.
03 Stock Pickers	Hagigi, M., and B. Kluger	1987	Safety first: An alternative performance measure.	Journal of Portfolio Management 13(4), 34-40.
03 Stock Pickers	Zbesko, J	1989	Determinants of performance in the bull market.	Journal of Portfolio Management 15(2), 38-44.
03 Stock Pickers	Tsetsekos, G. P., and R. Defusco	1990	Portfolio performance, managerial ownership, and the size effect.	Journal of Portfolio Management 16(3), 33-39.
03 Stock Pickers	Bogle, J	1992	Selecting equity mutual funds.	Journal of Portfolio Management 18(), 94-100.
03 Stock Pickers	Jeffrey, Robert H. and Robert D. Arnott	1993	Is Your Alpha Big Enough To Cover Its Taxes?	Journal of Portfolio Management 19(3), 15-26.
03 Stock Pickers	Garcia, C. B. and F. J. Gould,	1993	Survivorship Bias.	Journal of Portfolio Management 19(3), 52-56.
03 Stock Pickers	Armstrong, D	1976	Were mutual funds worth the candle?.	Journal of Portfolio Management 2(4), 46-51.
03 Stock Pickers	Jeffrey, Robert H. and Robert D. Arnott	1994	Is Your Alpha Big Enough To Cover Its Taxes?: Reply.	Journal of Portfolio Management 20(4), 96-97.
03 Stock Pickers	Fung, William and David A. Hsieh,	1997	Survivorship bias and investment style in the returns of CTAs: The information content of performance track records.	Journal of Portfolio Management 24(), 30-41.
03 Stock Pickers	Fisher, Kenneth L. and Meir Statman,	1997	Investment Advice From Mutual Fund Companies.	Journal of Portfolio Management 24(1,Fall), 9-25.
03 Stock Pickers	Garcia, C. B., F. J. Gould and Christopher K. Ma	1995	Survivorship Bias: Reply.	Journal of Portfolio Management 21(2), 105-107.
03 Stock Pickers	Beckers, Stan	1997	Manager Skills And Investment Performance: How Strong Is The Link?	Journal of Portfolio Management 23(4,Summer), 9-23.
03 Stock Pickers	Fielitz, B. D., and M. T. Greene	1980	Shortcomings in portfolio evaluation via MPT.	Journal of Portfolio Management 6(4), 13-19.
03 Stock Pickers	Roll, R.	1980	Performance evaluation and benchmark errors(I).	Journal of Portfolio Management 6(4), 5-12.
03 Stock Pickers	Roll, R.	1981	Performance evaluation and benchmark errors (II).	Journal of Portfolio Management 7(2), 17-22.
03 Stock Pickers	Ferri, M. G., and H. D. Oberhelman	1981	How well do money market funds perform?	Journal of Portfolio Management 7(3), 18-26.
03 Stock Pickers	Shawky, H. A.	1982	An update on mutual funds: Better grades. .	Journal of Portfolio Management 8(2), 29-34
03 Stock Pickers	Burns, W. L., and D. R. Epley	1982	The performance of portfolios of REITS + stocks.	Journal of Portfolio Management 8(3), 37-42.
03 Stock Pickers	Dunn, P. C., and R. D. Theisen	1983	How consistently do active managers win?	Journal of Portfolio Management 9(4), 47-53.
03 Stock Pickers	Kritzman, M	1983	Can bond managers perform consistently?.	Journal of Portfolio Management 9(4), 54-56.
03 Stock Pickers	Christopherson, J. A., W. E. Ferson and A. L. Turner	1999	Performance Evaluations Using Conditional Alphas and Betas	Journal of Portfolio Management, Fall 1999
03 Stock Pickers	Stewart, Scott D.	1998	Is Consistency of Performance a Good Measure of Manager Skill?	Journal of Portfolio Management, Spring 1998
03 Stock Pickers	Levy, H	1972	Portfolio performance and the investment horizon.	Management Science 18(12), B645-B652.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1989	Adverse Risk Incentives and the Design of Performance-Based Contracts.	Management Science 35, 807-822.
03 Stock Pickers	Jensen, Michael, G.P. Szego and K. Shell (eds.), .	1972	Optimal utilization of market forecasts and the evaluation of investment performance.	Mathematical Methods in Investment and Finance (Elsevier, Amsterdam)
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03 Stock Pickers	Chevalier, Judith and Glenn Ellison	1999	Career Concerns of Mutual Fund Managers.	Quarterly Journal of Economics 105(6), 1167-1200.
03 Stock Pickers	Brown, Stephen J., William N. Goetzmann Roger Ibbotson and Stephen A. Ross	1997	Rejoinder: The J-Shape of Performance Persistence Given Survivorship Bias.	Review of Economics and Statistics Vol. 79(2), 167-170.
03 Stock Pickers	Fung, William and David A. Hsieh,	1997	Empirical characteristics of dynamic trading strategies: The case of hedge funds.	Review of Financial Studies 10(), 275-302.
03 Stock Pickers	Christopherson, J. A., W. E. Ferson and D. A. Glassman	1998	Conditioning manager alphers on economic information: Another look at persistence of performance.	Review of Financial Studies 11(), 111-142.
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1989	Portfolio performance evaluation: Old issues and new insights.	Review of Financial Studies 2(), 393-421.
03 Stock Pickers	Brown, Stephen J., William N. Goetzmann Roger Ibbotson and Stephen A. Ross	1992	Survivorship bias in performance studies.	Review of Financial Studies 5(4), 553-580.
03 Stock Pickers	Elton, Edwin J., Martin J. Gruber, Sanjiv Das and Matthew Hlavka	1993	Efficiency With Costly Information: A Reinterpretation Of Evidence From Managed Portfolios.	Review of Financial Studies 6(1), 1-22.
03 Stock Pickers	Chen, Z. and P. Knez	1996	Portfolio performance measurement: Theory and evidence.	Review of Financial Studies 9(), 551-556.
03 Stock Pickers	Elton, Edwin J., Martin J. Gruber and Christopher R. Blake,	1996	Survivorship Bias And Mutual Fund Performance.	Review of Financial Studies 9(4,Winter), 1097-1120.
03 Stock Pickers	Connor, G., and R. A. Korajczyk	1991	The attributes, behavior and performance of US mutual funds.	Review of Quantitative Finance and Accounting 1(), 5-26.
03 Stock Pickers	Vos, Ed, Padrig Brown and Sean Christie, New Zealand	2000	A Test of Persistence in the Performance of New Zealand and Australian Equity Mutual Funds
03 Stock Pickers	Grinblatt, Mark and Sheridan Titman	1992	Performance Evaluation.	The New Palgrave Dictionary of Money and Finance Newman, P., Milgate, M., and Eatwell, J. (Eds.)(Stockton Press, Volume 3 (N-Z)), 133-135.
03 Stock Pickers	Simonson, D.	1972	The speculative behavior of mutual funds.	Journal of Finance 27(2), 381-391.
03 Stock Pickers	Simon, J.	1969	Does "good portfolio management" exist?	Management Science 15(6), B308-B324.
03 Stock Pickers	Jensen, Michael,	1968	The performance of mutual funds in the period 1945-1964.	Journal of Finance 23(2), 389-416.
03 Stock Pickers	Kon, Stanley J., and Frank C. Jen	1979	The investment performance of mutual funds: An empirical investigation of timing, selectivity, and market efficiency.	Journal of Business 52(2), 263-289.
03 Stock Pickers	Carhart, Mark	1997	Persistence in mutual fund performance.	Journal of Finance 52(), 57-82.
03 Stock Pickers	Admati, Anat R. and Paul Pfleiderer	1997	Does It All Add Up? Benchmarks And The Compensation Of Active Portfolio Managers	Journal of Business 70(3,Jul), 323-350.
03 Stock Pickers	Ellis, Charles D.	1975	The Loser's Game	The Financial Analysts Journal, Vol 31, No. 4, July/Aug 1975, 19-26. New York: Financial Analysts Federation.
04 Market Timers	Professor H. Nejat Seyhun, University of Michigan	1994	Stock Market Extremes and Portfolio Performance	© Copyright 1994, Towneley Capital Management, Inc.
04 Market Timers	Chua, J. H., R. S. Woodward. and E. C. To	1987	Potential gains from stock market timing in Canada.	Financial Analysts Journal 43(5), 50-56.
04 Market Timers	Riepe, Mark, Peterson, James	2000	The Costs and Benefits of Waiting to Invest	Schwab Center for Investment Research, Vol. III, Issue I, Jan 2000
04 Market Timers	Beebower, G. L., and A. -P. Varikooty	1991	Measuring market timing strategies.	Financial Analysts Journal 47(6), 78-92.
04 Market Timers	William N. Goetzmann, Jonathan Ingersoll Jr., and Zoran Ivkovich	2000	Monthly Measurement of Daily Timers (see abstract # 8)	Journal of Financial and Quantitative Analysis Vol. 35, No. 3, September 2000
04 Market Timers	Sharpe, William F.	1975	Likely gains from market timing.	Financial Analysts Journal 31(), 60-69.
04 Market Timers	Merton, R. C	1981	On market timing and investment performance. I. An equilibrium theory of value for market forecasts.	Journal of Business 54(3), 363-406.
04 Market Timers	Chang, E., and W. Lewellen	1984	Market timing and mutual fund investment performance.	Journal of Business 57(1), 57-72.
04 Market Timers	Henriksson, R. D	1984	Market timing and mutual fund performance: An empirical investigation.	Journal of Business 57(1), 73-96.
04 Market Timers	Breen, W., R. Jagannathan, and A. R. Ofer	1986	Correcting for heteroscedasticity in tests for market timing ability.	Journal of Business 59(4(1)), 585-598.
04 Market Timers	Jagannathan, R., and R. A. Korajczyk,	1986	Assessing the market timing performance of managed portfolios.	Journal of Business 59(2(1)), 217-235.
04 Market Timers	Grant, D	1977	Portfolio performance and the "cost" of timing decisions.	Journal of Finance 32(3), 837-838.
04 Market Timers	Grant, D	1978	Market timing and portfolio management.	Journal of Finance 33(4), 1119-1131.
04 Market Timers	Alexander, Gordon J., P. George Benson, and Carol E. Eger	1982	Timing decisions and the behavior of mutual fund systematic risk.	Journal of Financial and Quantitative Analysis 17(4), 579-622.
04 Market Timers	Kane, A and S. G. Marks	1988	Performance evaluation of market timers: Theory and evidence.	Journal of Financial and Quantitative Analysis 23(4), 425-435.
04 Market Timers	Cumby, R. E., and D. M. Modest	1987	Testing for market timing ability.	Journal of Financial Economics 19(), 169-189.
04 Market Timers	Vandell, R. F., and J. L. Steven,	1989	Evidence of superior performance from timing.	Journal of Portfolio Management 15(3), 38-42;.
04 Market Timers	Larsen, Glen A., Jr. and Gregory D. Wozniak	1995	Market Timing Can Work In The Real World.	Journal of Portfolio Management 21(3), 74-81.
04 Market Timers	Viet, E. T., and J. M. Cheney	1982	Are mutual funds market timers?.	Journal of Portfolio Management 8(2), 35-42.
04 Market Timers	Admati Anat, Sudipto Bhattacharya, Paul Pfliederer, and Stephen Ross	1986	On timing and selectivity	Journal of Finance 41(3), 715-730.
05 Manager Pickers	Kahn, Ronald N., & Rudd, A.	1995	Does Historical Performance Predict Future Performance?	Financial Analysts' Journal, November/December 1995.
05 Manager Pickers	Prem C. Jain; A. B. Freeman School of Business, Tulane University; Joanna Shuang Wu; William E. Simon Graduate School of Business Administration, University of Rochester	2000	Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows (abstract)	The Journal of Finance; Volume 55: Issue 2; April, 2000; p. 937 - 958
05 Manager Pickers	Brown, Stephen J. and William N. Goetzmann	1995	Performance Persistence.	Journal of Finance 50(2), 679-698.
05 Manager Pickers	Hendricks, Darryll, Jayendu Patel and Richard Zeckhauser	1993	Hot Hands In Mutual Funds: Short-Run Persistence Of Relative Performance, 1974-1988.	Journal of Finance 48(1), 93-130.
05 Manager Pickers	Professors David Blake and Allan Timmermann	2003	Performance Persistence in Mutual Funds: An Independent Assessment of the Studies Prepared by Charles River Associates for the Investment Management Association	Prepared for Financial Services Authority, April 2003.
05 Manager Pickers	Nitzsche, Dirk, Cuthbertson, Keith and O'Sullivan, Niall	2006	Mutual Fund Performance	Working Paper Series (2006)
05 Manager Pickers	Fama, Eugene F. and French, Kenneth R.	2008	Mutual Fund Performance	Working Paper Series (August 18, 2008)
05 Manager Pickers	Davis, James L.	2003	Mutual Fund Performance and Manager Style	Financial Analysts Journal, Vol. 57, No. 1, January/February 2001.
06 Style Drifters	Keith C. Brown, Department of Finance, University of Texas; W. V. Harlow, Fidelity Investments	2002	Staying the Course: The Impact of Investment Style Consistency on Mutual Fund Performance	This Draft: March 8, 2002
06 Style Drifters	Brown, Stephen J. and William N. Goetzmann	1997	Mutual Fund Styles.	Journal of Financial Economics 43(3,Mar), 373-399.
06 Style Drifters	Tierney, D. E., and K. Winston	1991	Using generic benchmarks to present manager styles.	Journal of Portfolio Management 17(), 33-36.
06 Style Drifters	Lucas, Lori and Riepe, Mark	1996	The Role of Returns Based Style Analysis	Ibbotson Associates, May 9, 1996
06 Style Drifters	Lebaron, Dean	1994	Universal Model Of Equity Styles.	Journal of Portfolio Management 21(1), 85-88.
06 Style Drifters	Clark, Davis and Rasmusen	2001	Style Analysis: Easy to Use - and Misuse	Dimensional Fund Advisors, October, 2001
06 Style Drifters	Gallo, John G. and Lockwood, Larry J.	1997	Benefits Of Proper Style Classification Of Equity Portfolio Managers.	Journal of Portfolio Management 23(3,Spring), 47-56.
06 Style Drifters	William F. Sharpe.	1999	Setting the Record Straight on Style Analysis	Barry Vinocur - Dow-Jones Fee Advisor
06 Style Drifters	Gallo, John G. and Lockwood, Larry J.	1999	Fund Management Changes and Equity Style Shifts	Financial Analysts Journal 55, 44-52
07 Silent Partners	Unkown	1998	The great annuity rip-off.	Forbes.com
07 Silent Partners	Davanzo, L. E., and S. L. Nesbitt	1987	Performance fees for investment management.	Financial Analysts Journal 43(1), 14-20.
07 Silent Partners	Arnott, Robert, Andrew L. Berkin, Ph.D., and Jia Ye, Ph.D	Misc.	Seven articles on Tax Managed Investing	various
07 Silent Partners	Frank W. Stanton	2000	An Unexpected Tax Bite from Barclays' iShares	Morningstar.com 12-22-2000
07 Silent Partners	Kritzman, M	1987	Incentive fees: Some problems and some solutions.	Financial Analysts Journal 43(1), 21-26.
07 Silent Partners	Thelander	2001	Netting Out Capital Gains and Losses on Schedule D	The MotleyFool, 2000
07 Silent Partners	IRS	2001	Wash Sale Rules	IRS, 2001
07 Silent Partners	Grinold, R., and A. Rudd	1987	Incentive fees: Who wins? who loses?	Financial Analysts Journal 43(1), 27-38.
07 Silent Partners	Record, E. E. Jr., and M. A. Tynan	1987	Incentive fees: The basic issues.	Financial Analysts Journal 43(1), 39-43.
07 Silent Partners	Ippolito, R. A., and J. A. Turner	1987	Turnover, fees and pension fund performance.	Financial Analysts Journal 43(6), 16-26.
08 Riskese™	Able, Andrew B.	1991	The Equity Premium Puzzle	Business Review, Federal Reserve Bank of Philadelphia, Sept/Oct 1991, pp. 1-14
08 Riskese™	Jensen, Michael	1969	Risk, the pricing of capital assets, and the evaluation of investment performance.	Journal of Business 42(2), 167-247.
08 Riskese™	Kocherlakota, Narayana R.	1996	The Equity Premium: It's Still a Puzzle	Journal of Economics Literature, 32 (March 1996), pp.42-71
08 Riskese™	Rolf W. Banz	1980	The Relationship Between Return And Market Value of Common Stocks	Journal of Financial Economics 9 (1981) 3318. North-Holland Publishing Company
08 Riskese™	Robert D. Arnott and Peter L. Bernstein	2002	What Risk Premium Is Normal?	First Quadrant's Reflections Investment Management Reflections
08 Riskese™	Chen, Nai-fu., Thomas E. Copeland, and David Mayers	1987	A comparison of single and multifactor portfolio performance methodologies.	Journal of Financial and Quantitative Analysis 22(4), 401-417.
08 Riskese™	Mehra, Rajneesh, and Edward C. Prescott	1985	The Equity Risk Premium: A Puzzle	Journal of Monetary Economics, 15 (March , 1985) pp. 145-161
08 Riskese™	Weil, Philippe	1989	The Equity Premium Puzzle and the Risk-Free Rate Puzzle	Journal of Monetary Economics, 24 (Nov 1989), pp. 191-200
08 Riskese™	Siegel, Jeremy J.	1999	Shrinking Equity Premium	Journal of Portfolio Management, Fall 1999 pp. 10-17
08 Riskese™	Smith, Adam	1776	Employment of Capitals	The Wealth of Nations, 1776
08 Riskese™	Fama, Eugene F., and French, Kenneth R.	1992	The Cross-Section of Expected Stock Returns	Journal of Finance, Vol. XLVII, No 2, June, 1992
08 Riskese™	Eugene F. Fama and Kenneth R. French*	2014	A Five-Factor Asset Pricing Model	Fama, Eugene F. and French, Kenneth R., A Five-Factor Asset Pricing Model (September 2014). Fama-Miller Working Paper, Available at SSRN: https://ssrn.com/abstract=2287202
08 Riskese™	Fama, Eugene F., and French, Kenneth R.	2001	The Equity Premium	CRSP, 2001
08 Riskese™	Jim Davis, Fama, Eugene F., and French, Kenneth R.	1999	Fama French Three Factor Model in U.S., Characteristics, Covariances, and Average Returns: 1929-1997	unpublished research paper (February 1999)
08 Riskese™	Gaunt, Clive	2004	Size and Book to Market Effects and the Fama French Three Factor Asset Pricing Model: Evidence from the Australian Stockmarket	Accounting and Finance, Vol. 44, pp. 27-44, March 2004
08 Riskese™	Conner, Gregory and Sehgal, Sanjay	2001	Fama French Three Factor Model in India	May, 2001, London School of Economics and Univ. of Dehli
08 Riskese™	Eugene Fama, Jr.	1998	Asset Management: Engineering Portfolios for Better Returns	PCT Publishing, 1998
08 Riskese™	Yu Zhifeng Zeng	?	Fama French Three Factor Model in China	School of Management Fudan University Shidian (abstract)
08 Riskese™	Quigley, Garret, Sinquefield	2000	Fama French Three Factor Model in England, Performance of UK Equity Unit Trusts	Journal of Asset Management, Vol 1,1
08 Riskese™	Roger J. Bos, CFA, Senior Index Analyst Standard & Poors, Michele Ruotolo Domestic Index Manager Standard & Poor's	2000	General Criteria for S&P U.S. Index Membership	© 2000 The McGraw-Hill Companies
08 Riskese™	Andrew W. Lo	2002	The Statistics of Sharpe Ratios	Financial Analysts Journal, Vol. 58, No. 4, July/August 2002. Available at SSRN: http://ssrn.com/abstract=377260
08 Riskese™	Fama, Eugene F., and French, Kenneth R.	1997	Industry Costs of Equity	Economics, 1997
08 Riskese™	Chen, S. N. and C. F. Lee	1981	The sampling relationship between Sharpe's performance measure and its risk proxy: Sample size, investment horizon and market conditions.	Management Science 27(6), 607-618.
08 Riskese™	Fama, Eugene F. and French, Kenneth R.	2005	The Anatomy of Value and Growth Stock Returns	CRSP Working Paper
08 Riskese™	Fama, Eugene F. and French, Kenneth R.	2005	The Value Premium and the CAPM	Working Paper
08 Riskese™	Eugene Fama, Jr.	2006	Multifactor Investing	Dimensional Fund Advisors, July, 2006
09 History	Roger G. Ibbotson, Yale University, Peng Chen Ibbotson Associates, Inc.	2001	The Supply of Stock Market Returns	Yale International Center for Finance [more]
09 History	Ibbotson, Roger G., and Rex Sinquefield	1976	Stocks, Bonds and Bills, and Inflation: Simulations of the Future (1976-2000) Also see here.	Journal of of Business, Vol. 49, No. 1 (Jan., 1976), pp. 11-47
09 History	Ibbotson, Roger G., and Rex Sinquefield	1976	Stocks, Bonds and Bills, and Inflation: Year-by-Year Historical Returns (1926-74)	Journal of Business, 49 (Jan 1976), pp. 313-338
09 History	G. William Schwert	1990	Indexes of United States Stock Prices from 1802 to 1987	Journal of Business 63 (1990) 399-426
09 History	Elroy Dimson, Paul Marsh and Mike Staunton	2000	Risk and Return in the 20th and 21st Centuries	Business Strategy Review, 2000, Volume 11 Issue 2, pp 1-18
09 History	Elroy Dimson, London Business School, Stefan Nagel, London Business School, Garrett Quigley Dimensional Fund Advisors	2001	Value versus Growth in the UK Stock Market, 1955 to 2000	Work in progress
09 History	Chen, S. N. and C.F. Lee	1986	The effects of the sample size, the investment horizon and market conditions on the validity of composite performance measures: A generalization.	Management Science 32(11), 1410-1421.
10 Risk Capacity™	Economics New School		The Theory of Risk Aversion	The History of Economic Thought
10 Risk Capacity™	Markowitz, Harry	1952	The Ultility of Wealth	The Rand Corporation
10 Risk Capacity™	Kimberly Lankford	2002	Step Right Up	Bloomberg Wealth Manger, 2002
10 Risk Capacity™	Baker, H. and J. Haslem	1974	Toward the Development of Client-Specified Valuation Models.	Journal of Finance, September 1974: 1,255-1,263
10 Risk Capacity™	Cohen, R. A., W. G. Lewellen, R. C. Lease and G. G. Schlarbaum	1975	Individual Investor Risk Aversion and Investment Portfolio Composition.	Journal of Finance. 30 (1975): 605 - 620
10 Risk Capacity™	Snelbecker, G., M. Roszowski and N. Cutler	1990	Risk Tolerance and Return Aspirations, and Financial Advisors; Interpretations: A Conceptual Model and Exploratory Data	The Journal of Behavioral Economics. 1990: 377-393
10 Risk Capacity™	Fan, Jessie X. and Xiao, Jing Jian	2005	A Cross-Cultural Study in Risk Tolerance: Comparing Chinese and Americans	Working Paper Series Available at SSRN: http://ssrn.com/abstract=939438
10 Risk Capacity™	Sunden, A. E. and B. J. Surette	1998	Gender Differences in the Allocation of Assets in Retirement Savings Plans.	American Economic Review. 88 (1998): 207-211.
10 Risk Capacity™	Sciortino, J. J., J. H. Huston and R. W. Spencer	1988	Risk and Income Distribution.	Journal of Economic Psychology. 9 (1988): 399-408.
10 Risk Capacity™	Harlow, W. and K. Brown	1990	Understanding and Assessing Financial Risk Tolerance: A Biological Perspective.	Financial Analysts Journal. November/ December 1990: 50-80.
10 Risk Capacity™	Thaler, R. S., A. Tversky, D. Kahneman and A. Schwartz.	1997	The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test.	Quarterly Journal of Economics. May 1997: 647-660
10 Risk Capacity™	Bernheim, B. D. and D. M. Garrett	1996	The Determinants and Consequences of Financial Education in the Workplace: Evidence from a Survey of Households	National Bureau of Economic Research Working Paper No. 5667, July 1996
10 Risk Capacity™	Cordell, D. M	2002	Risk Tolerance in Two Dimensions.	Journal of Financial Planning. May 2002, 30-35
10 Risk Capacity™	Cordell, D. M.	2001	RiskPACK: How to Evaluate Risk Tolerance.	Journal of Financial Planning. June 2001: 36 - 40
10 Risk Capacity™	Friend, I. and M. Blume	1974	The Demand for Risky Assets.	American Economic Review. 64 (1974): 900 - 921
10 Risk Capacity™	Fama, Eugene F. and French, Kenneth R.	2005	Disagreement, Tastes, and Asset Prices	CRSP Working Paper No. 552
10 Risk Capacity™	Victor J Callan PhD FAIM FAICD	2002	Some Guidelines For Financial Planners In Measuring And Advising Clients About Their Levels Of Risk Tolerance	Journal of Personal Finance (2002)
11 Risk Exposure	Brinson, G. P., L. R. Hood, and G. L. Beebower	1986	Determinants of portfolio performance.	Financial Analysts Journal, 38-04 .
11 Risk Exposure	Harry Markowitz	1952	Portfolio Selection Nobel Prize Winning Paper	The Journal of Finance: Volume VII, Number 1, March 1952
11 Risk Exposure	Surz, Stevens & Wimer	1999	Investment Policy Explains All	The Journal of Performance Measurement; Summer 1999
11 Risk Exposure	Ibbotson, Roger G., and Kaplan, Paul D.	2000	Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance?	Financial Analysts Journal, January/February 2000, Vol. 56, No. 1
11 Risk Exposure	Bekaert, Geert and Michael S. Urias	1996	Diversification, Integration And Emerging Market Closed-End Funds.	Journal of Finance 51(3,Jul), 835-869.
11 Risk Exposure	Sharpe, W. F.	1992	Asset allocation: management style and performance measurement.	Journal of Portfolio Management 18(1), 7-19.
11 Risk Exposure	Bloomberg Wealth Manager	2000	Market Volatility and Its Impact on Diversification	Bloomberg Wealth Manager, July/August 2000
11 Risk Exposure	Markowitz, Harry M.	1991	Portfolio Selection: Efficient Diversification of Investments	Oxford: Blackwell Publishers
12 Invest & Relax	Evans, J	1970	An Analysis of portfolio maintenance strategies.	Journal of Finance 25(3), 561-571.
401k Plans	Hamilton, Brooks, and Burns, Scott	2001	Reinventing Retirement Income in America	NCPA Policy Report No. 248, December 2001, ISBN #1-56808-112-X
401k Plans	Waring, Barton	2001	Its 11 P.M.do you know where your employees assets are?	Investment Insights, Volume 4, Number 2, October 2001
401k Plans	Sharpe, William F.	1997	Financial Planning in Fantasyland	Professor Finance, Stanford University, Expanded version of speech.
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