Publications Articles Portable Alpha...in THIS environment? (tbp May 2008) (with Giovanni Beliossi) How Large Could The Hedge Fund Industry Grow? An Analysis of Equity Short Constraints and Industry Capacity Citigroup Alternative Investments Research, August 2005 (with Vineet Budhraja, Rui de Figueiredo and Ryan Meredith) Managing Hedge Fund Risk: From the Practitioner's Perspective Managing Hedge Fund Risk, Risk Publications, Aug 2000 The Great Risk Hunt, Journal of Portfolio Management 25th Anniversary Special Issue, May 1999: 28-34 Vignettes on VaR, Journal of Financial Engineering Vol. 1, No. 2, Dec 1998, Vol. 7, Number 4 (with Michael Minnich, Hubert Shen and Jodi Stanton) View Article Concerning the Progress of Financial Firms in Managing Y2K United States Senate Special Committee on the Year 2000 Technology Problem New York, NY, July 6, 1998 The Changing Face of Financial Institutions Organisation for Economic Co-Operation and Development Paris, 7-8 July, 1997 The Good, The Bad – and The Ugly Credit Derivatives Supplement in Risk Magazine, July 1997: 30-34 What We’ve Learned About Derivatives Risk in the 1990s Journal of Economic Notes, Banca Monte dei Paschi di Siena SpA, Jan 1997 Risk Standards for Institutional Managers and Institutional Investors Organisation for Economic Co-Operation and Development, Nov 12, 1996 Report Card on VAR: High Potential But Slow Starter Bank Accounting & Finance, Institutional Investor, Oct 1996 Derivatives Under Control, Corporate Cashflow, Jan 1996: 24-26 Ten Common Failures in Independent Risk Oversight Financial Derivatives and Risk Management, Vol. 4, Dec 1995: 53-56 Guidelines for A Brave New Pension World Derivatives Strategy, Nov 1995: 58-62 VAR: Seductive but Dangerous Financial Analysts Journal, Sept/Oct 1995: 12-24 Financial Derivatives Testimony Before the Subcommittee on Telecommunications and Finance United States House of Representatives, July, 1994 Derivatives: The Realities of Marking to Model Bank Accounting & Finance, Vol. 7, No. 4, Summer 1994: 4-12 Learning from Fund Losses in Derivatives Treasury & Risk Management, Nov/Dec 1994: 52-53 Three Key Challenges in Independent Risk Oversight Derivatives Use, Trading & Regulation, Vol. 1, No. 1, 28, Oct 1994: 9-23 Equity Derivatives for Investors Journal of Financial Engineering, Vol. 1, No. 2, Sept 1992: 174-195 How to Do Interest Rate Swaps Harvard Business Review, Sept/Oct 1984: 96-101 Publications: Book Chapters ..................................................................................................................    Sound Practices for Hedge Funds Managing Hedge Fund Risk: Strategies and Insights from Investors, Counterparties, Hedge Funds and Regulators, Risk Books, 2005, Chapter 7 Foreword, Intelligent Hedge Fund Investing, Risk Books, 2004, ix What We’ve Learned About VAR, Advanced Handbook of Financial Engineering, 1997 Lessons from Derivatives Losses Derivatives Risk and Responsibility, 1996 Irwin/Probus, 55-68 Updating Risk Management to Control Losses Financial Engineering with Derivatives, 1995 Irwin/Probus, 171-174 Reflections on Intra-Day Data and Risk Assessment 1995 Symposium Notes, ISC, St. Gallen, Switzerland The Current Status of Hedging Tools for Mortgage Backed Securities Mortgage-Backed Securities New Strategies, Applications and Research, Probus 1987, 357-367