PUBLICATIONS

• An Alternative Method to Define Risk and Risk Premium in Multi-asset Allocation decisions, SSRN Paper, Oct 2014.
• Creating an optimal portfolio of hedge funds, SAIL working paper, Jun 2009.
• Implementing an Integrated Multi-Dimensional Risk Architecture, GIC Working Paper, Oct 2017.
• Specifying & Managing Tail Risk in Multi-Asset Portfolios, CFA Inst Research Foundation Year in Review, Mar 2014
• Regime Adaptive Risk Based Allocation, Lombard Odier working paper, Aug 2013.
• Specifying and Managing Tail Risk in Portfolios, SSRN Working Paper, July 2013.
• Minimum variance Strategies – concepts and prospects, ING working paper, Aug 2010.
• The active-passive debate, ING working paper, Apr 2009.
• Risk management in a multi-strategy framework, SSRN working paper, Sep 2005.
• Investing in a High Risk, Low Return Environment, Asia Risk Congress, Singapore, Sep 2017.
• Smart Beta, Goldman Sachs Investor Conference, Singapore, Sep 2017.
• Quantitative Strategies in the new Macro-Economic Environment, Quant Invest Asia, Singapore, May 2011.
• Alpha & Beta in Institutional Portfolios, Hedge Fund Replication & Alternative Beta, New York, Sep 2008.
• Quant Breakdown and Recovery, GAIM International 2008, Monaco, Jun 2008.
• The Relationship between Risk and Cost of Alpha, Hedge Fund World Middle East, Dubai, Mar 2008
• Impact of Manager Compensation on Portfolio Alpha, Quant Invest 2007, London, Nov 2007.
• How to determine Alpha in various Investment Strategies, Alpha Max 2007, Lisbon, May 2007.
• The Cost of Alpha, Asset Allocation Summit, Hong Kong, Nov 2006.
• Generating Alpha in any Market Condition, Asset Allocation Summit, Sydney, Feb 2006.
• Separating Alpha/Beta to Enhance Portfolio Returns, Strategic Research Institute, Princeton, Jan 2006.
• Transaction Costs & Institutional Trading, Inquire Annual Conference, Barcelona, Oct 2003.

PRESENTATIONS

• Determinants of the future of the alternative investment industry, APAC Investment Forum, Singapore, Oct 2010.
• Alternative Investments-Should they still exist?, International Fund Forum, Amsterdam, Feb 2009.
• Portfolio Risk, Gaim-Invest Switzerland, Geneva, Dec 2007.
• Are Hedge Funds Alpha Generators, Hedge Pensions Club, Munich, Sep 2006.