Bibliography
Amenc, N., W. Gehin, L. Martellini, and J. Meyfredi. “Passive Hedge Fund Replication—A Critical Assessment of Existing Techniques.” The Journal of Alternative Investments 11, No. 2 (Fall 2008): 69-83.
Arrow, K., and G. Debreu. “The Existence of an Equilibrium for a Competitive Economy.” Econometrics. 22, No. 3 (1954): 265-290.
Asness, C., R. Krail, and J. Liew. “Do Hedge Funds Hedge?” The Journal of Portfolio Management (Fall 2001): 6-19.
Bansal, R., and C.R. Harvey. “Performance Evaluation in the Presence of Dynamic Trading Strategies.” Duke University, Working Paper, 1996.
Bernstein, P. Against the Gods: The Remarkable Story of Risk. New York: John Wiley & Sons, 1996.
Black, F., and R. Litterman. “Global Portfolio Optimization.” Financial Analysts Journal 48, No. 5 (September/October 1992): 28-43.
Black, F., and M. Scholes. “The Pricing of Options and Corporate Liabilities.” The Journal of Political Economy 81, No. 3 (May/June 1973): 637-654.
Bodie, Z., A. Kane, and A. Marcus. Investments. New York: McGraw-Hill, 2008.
Bookstaber, Richard. “Hedge Fund Existential.” Financial Analysts Journal 59, No. 5 (September/October 2003): 19-23.
Brinson, G.P., L.R. Hood, and G.L. Beebower. “Determinants of Portfolio Performance.” Financial Analysts Journal (July/August 1986): 39-44.
Brinson, G.P., B.D. Singer, and G.L. Beebower. “Determinants of Portfolio Performance II: An Update.” Financial Analysts Journal 47, No. 3 (May/June 1991): 40-48.
Case, K., and R. Shiller. “Is There ...