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  Searching for Alpha in Heat Maps: Heat-Seeking Alpha
  A New Choice in Multi-Period Investment Performance Attribution: Effective Return versus Geometric Smoothing The Journal of Performance Measurement, Summer 2012.
  A Prescient Prognostication
  Playing to Win
  Update on Perspectives on American Depository Receipts (ADRs)
  Peer Groups Will Mess You Up
  Update on Style Classifications of Financial Stocks
  A Challenge to Traditional Thinking: Performance Contest Shows That Better Managers are Found with Tools that Replace Indexes and Peer Groups
  Investment Manager Due Diligence Needs Help
  A Test of Faith: An Open Letter to Client-Facing Investment Advisors
  The Truth about Core-Satellite Investing
  Ruminations on the Pile of Cash on the Sidelines
  Becoming Style Conscious
  Effective Return: A Breakthrough to Cumulative Performance Attribution
  Madoff Prescription.
  Trust But Verify.
  Style Definitions in 2009. Style definitions make a huge difference, especially in 2009. Learn how style index sausage is made.
  FIDUCIARY ALERT:  Know the risk of target date funds.
  A Handicap of the Investment Performance Horserace
  The Target Date Emperor Has No Clothes
  Getting All the Pieces of the Puzzle
  Warning: Market Meltdown Generates Index Mayhem
  Bass Ackwards: The Fishy Tale of the Index Huggers’ Edge
  A Very Brief Romp of Analogies and Metaphors: Bingo, Food, Sports and Ouija Boards
  The Blob Attacks Investment Manager Due Diligence: Invasion of Perilous Peer Group Bias
  Chapter 28, Noble Challenges in 21st Century Investment Performance Attribution: No Place to Hide
  Pedaling Lifecycle Funds: Balancing the Uphill Climb to Riches with the Downhill Need to Keep Them
  Evolutionary Best Practices: Don't Feed the Lemmings
(a recorded webcast requiring Windows Media Player)
  Getting to the Core of Model Portfolios
  Perspectives on American Depository Receipts
  Accurate Benchmarking Is Gone But Not Forgotten: The Imperative Need to Get Back to Basics
  Shame on the Sham
A version of this paper entitled "Visit Monte Carlo to Remove the Peer Group Gamble from Hedge Fund Due Diligence" has been awarded the prestigious 2007 Kessler Award by the Investment Management Consultants Association (IMCA)
 
  Warning! Peer Groups Are Hazardous to Our Wealth
  Frequently Asked Questions about PODs
  Investing to Win
  The Importance of Investment Policy: A Simple Answer To A Contentious Question
  The Truth About Diversification by the Numbers
  Computer-Aided Pension Investment Decision Making
  Getting the Drift