selected publications

• academic article

  • Learning to Play Offense and Defense: Combining Value and Momentum from the Bottom Up, and the Top Down.  SSRN Electronic Journal.  2015

• blog posting

  • Finding Yield in a 2% World.  SSRN Electronic Journal. 2016
  • Where the Black Swans Hide & The 10 Best Days Myth.  SSRN Electronic Journal. 2011