Recent research projects:

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

See also The Dow Theory Project

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

An Analysis of the Relative Performance of Japanese and Foreign Money Management

Fees on Fees in Funds of Funds

Double or nothing: Patterns of equity fund holdings and transactions

(An op ed piece relating to this topic was published in the Australian Financial Review January 21, 2004, and quoted on the front page of that issue)

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

(this research was the subject of testimony given before a Full Committee Hearing of the U.S. Congress House Financial Services Committee Hedge Funds and Systemic Risk in the Financial Markets March 13, 2007. A recent interview addresses current issues relating to hedge funds)

Hedge Fund Due Diligence: A Source of Alpha in a Hedge Fund Portfolio Strategy

Estimating Operational Risk for Hedge Funds: The ω-Score

Going Negative: What to Do with Negative Book Equity Stocks

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