publication venue for
- The benefits of tree-based models for stock selection. 13:437-448. 2012
- Simple and optimal alpha strategy selection and risk budgeting or Goodbye to 91.5 per cent and all that. 12:214-223. 2011
- Portfolio optimisation and diversification. 8:296-307. 2007
- The added value of hedge funds in an asset-liability framework. 6:433-444. 2006
- On the information ratio of tactical asset allocation. 4:326-333. 2003
- Views: Use and abuse. 2:47-55. 2001