Basso, Thomas F. Some Leverage Is Good, Too Much Is Dangerous. Trendstat Capital Management, Inc. (March 1999).
Basso, Thomas F., Study of Time Spent in Trending and Sideways Markets. Trendstat Capital Management, Inc. (1999).
Bernstein, Peter L. Against The Gods: The Remarkable Story of Risk. Canada: John Wiley & Sons, Inc., 1996.
Bogle, John. C. Common Sense on Mutual Funds. New York: John Wiley & Sons, Inc., 1999.
Borish, Peter. Managed Money. Futures Vol. 27, No. 3 (March 1998).
Brealey, Richard and Stewart C. Myers. Principles of Corporate Finance, Fifth Edition. New York: Irwin McGraw Hill, 1996.
Brooks, Chris, and Harry M. Kat, The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors. Journal of Alternative Investment, 5 (2002): 26–44.
Brorsen, B.W. and S. H. Irwin. Futures Funds and Price Volatility. Review of Futures Markets 6 (1987): 119–135.
Burke, Gibbons. Your Money. Active Trader (July 2002): 68–73.
Burns, Greg. A Gunslinger No More. Businessweek (April 7, 1997): 64–72.
Canoles, W. Bruce, Sarahelen R. Thompson, Scott H. Irwin, and Virginia G. France. An Analysis of the Profiles and Motivations of Habitual Commodity Speculators. Working Paper 97–01, Office for Futures and Options Research, University of Illinois, Champagne-Urbana (1997).
Cavaletti, Carla. 1997’s Home Run Hitters. Futures, Vol. 27, No. 3, (March 1998).
Chandler, Beverly. Managed Futures. England: John Wiley & Sons, 1994.
Chang, E. C. and B. Schachter. Interday Variations in Volume, Variance and Participation of Large Speculators. Working Paper, Commodity Futures Trading Commission, 1993.
Christensen, Clayton M. The Innovator’s Dilemma: When New Technologies Cause Great Firms to Fail. Boston: Harvard Business School Press, 1997.
Christensen, Clayton M. and Matt Verlinden, Disruption, Disintegration, and the Dissipation of Differentiability. Harvard Business School Working Paper, 2000.
Clendaniel, Edward. Bubble Troubles. Forbes (March 25, 2002).
Collins, James C. and Jerry I. Porras. Built to Last: Successful Habits of Visionary Companies. New York: HarperBusiness, 1994.
Collins, Jim. Good to Great. New York: HarperBusiness, 2001.
Commodity Futures Trading Commission, Division of Economic Analysis. Survey of Pool Operators in Futures Markets with an Analysis of Interday Position Changes. Washington, D.C., 1991.
de Tocqueville, Alexis. Democracy in America. New York: Vintage Books, 1959.
Diz, Fernando. How do CTAs’ Return Distribution Characteristics Affect Their Likelihood of Survival? Journal of Alternative Investments, Vol. 2,No. 2 (Fall 1999): 37–41.
Douglas, Mark. The Disciplined Trader: Developing Winning Attitudes. New York: New York Institute of Finance, 1990.
Eales, J. S., B. K. Engel, R. J. Hauser, and S. R. Thompson. Grain Price Expectations of Illinois Farmers and Grain Merchandisers. American Journal of Agricultural Economics, 72 (1990): 701–708.
Ecke, Robert. Allocation to Discretionary CTAs Grow as Market Stalls. Barclay Trading Group Roundtable, Vol. 9, No. 3. (Third quarter, 1998).
Eckhardt, William. The c-Test. Stocks and Commodities. Vol. 12, No. 5 (1994): 218–221.
Edwards, Franklin R., and Mustafa Onur Caglayan. Hedge Fund and Commodity Fund Investment Styles in Bull and Bear Markets. Journal of Portfolio Management, 27 (2001): 97-108.
Ellis, Charles D. Winning the Loser’s Game, Third ed. New York: McGraw Hill, 1998.
Energy Traders on the Verge of Extinction. Barclay Trading Group Roundtable, Vol. 8,No. 3 (Third quarter, 1997).
Epstein, Richard A. The Theory of Gambling and Statistical Logic. San Diego, CA: Academic Press, Inc., 1995.
Feynman, Richard P., as told to Ralph Leighton. «What Do You Care What Other People Think?» Further Adventures of a Curious Character. New York: W.W. Norton & Company, 1988.
Fabozzi, Frank J., Francis Gupta, and Harry M. Markowitz. The Legacy of Modern Portfolio Theory. Institutional Investor, Inc., 2002.
Fleckenstein, Bill. The Long and Short of Short-Selling (Sept. 2002). See http://moneycentral.msn.com.
Forrester, Jay W. Principles of Systems. Cambridge, MA: Wright-Allen Press, Inc., 1968.
Forrester, Jay W. System Dynamics and the Lessons of 35 Years, in The Systemic Basis of Policy Making in the 1990s, Kenyon B. De Greene, ed., 1991.
Friedman, Thomas L. The Lexus and the Olive Tree. New York: Farrar, Straus, Giroux, 1999.
Fung, William, and Hsieh, David A. Asset-Based Hedge-Fund Styles and Portfolio Diversification, Financial Analyst Journal (September 2001).
Fung, William, and Hsieh, David A. Hedge-Fund Benchmarks: Information Content and Biases, Financial Analyst Journal (2002).
Fung William and David A. Hsieh. Pricing Trend Following Trading Strategies: Theory and Empirical Evidence (1998).
Fung, William, and David A. Hsieh. The Risk in Hedge Fund Strategies: Theory and Evidence from Fixed Income Funds. Journal of Fixed Income, 14 (2002).
Gadsden, Stephen. Managed the Future. The MoneyLetter, Vol. 25, No. 20 (Oct. 2001).