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- Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
- Estimation Error and the Fundamental Law of Active Management: Is Quant Fundamentally Flawed?
- Big Data in Portfolio Allocation: A New Approach to Successful Portfolio Optimization
- Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
- Less Volatile Portfolios: Strength through Simplicity
- Asset Allocation Theory and Practice in Australian Investment Management
- Diversifying the Diversifiers and Tracking the Tracking Error: Outperforming Cap-Weighted Indices with Limited Risk of Underperformance