"The Performance of Separate Accounts and Collective Investment Trusts," forthcoming, Review of Finance, 2014.
"Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds," forthcoming, Journal of Financial and Quantitative Analysis, 2012.
"Does Mutual Find Size Matter? The Relationship Between Size and Performance," April 2013, Review of Asset Pricing Studies, 2012.
"Mutual Funds," forthcoming in Constantinides, George, Milt Harris and Rene Stulz, Handbook of the Economics of Finance, Elseview, 2013.
"An Examination of Mutual Fund Timing Using Monthly Holding Data," forthcoming, Review of Finance, 2012.
"Monthly Holding Data and the Selection of Superior Mutual Funds," forthcoming, Journal of Financial and Quantitative Analysis, April 2011.
"The Effect of Frequency of Holding Data on Conclusions about Mutual Fund Management Behavior," Journal of Banking and Finance, May 2010.
"Applications of the Markowitz Portfolio Theory to Pension Fund Design." In: John Guerard, Jr. The Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques, Chapter 14, Springer, 2010.
"Modern Portfolio Theory and Investment Analysis (New York, New York: John Wiley & Sons, Inc., Eighth Edition, 2010).
"Improved Estimates or Correlation Coefficients and Their Impact on
the Optimum Portfolios" European Financial Management, 12(3), August
2006, pp. 303-318.
"The Impact of Mutual Fund Family Membership on Investor Risk", Journal of Financial and Quantitative Analysis, June 2007.
"Participant Reaction and the Performance of Mutual Funds Offered by
401(k) Plans", Journal of Financial Intermediation, April 2007.
"The Adequacy of Investment Choices Offered by 401K Plans," Journal
of Public Economics, vol. 9, issues 6-7, pp. 1299-1314.
"Marginal Stockholder Tax Effects and Ex-Dividend Price Behavior: Evidence
from Taxable Versus Non-Taxable Closed End Funds," Review of Economics
and Statistics, August 2005.
"Optimum Centralized Portfolio Construction with Decentralized Portfolio
Management," Journal of Financial and Quantitative Analysis, September
"Are Investors Rational: Choices Among Index Funds, Journal of Finance,
"Incentive Fees and Mutual Fund Performance, Journal of Finance, April
"Spiders: Where are the Bugs?" Journal of Business, July 2002.