Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management

Journal of Investment Management 6 (2008), 1–29.

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130/30: The New Long-Only

with Pankaj Patel, Journal of Portfolio Management 34 (2008), 12-38.

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What Happened To The Quants In August 2007?

Journal of Investment Management 5 (2007), 29-78.

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Complexity, Concentration and Contagion: A Comment

Journal of Monetary Economics 58 (2011), 471-479

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