Papers, Articles and Books

“Reading is a means of thinking with another person’s mind; it forces you to stretch your own.” – Charles Scribner, Jr.

Investment Classics

Charles P. Kindleberger, “Manias, Panics and Crashes”, 1978

Fred Schwed, Jr., “Where are the Customers’ Yachts or a Good Hard Look at Wall Street”, 1940

Edwin Lefevre, “Reminiscenses of a Stock Operator”, 1923

Charles Mackay, “Extraordinary Popular Delusions and the Madness of Crowds”, 1841

Value Investing

Bruce C. N. Greenwald, Judd Kahn, Paul D. Sonkin, and Michael van Biema, “Value Investing: From Graham to Buffett and Beyond”, 2004

Timothy Vick, “How to Pick Stocks Like Warren Buffett: Profiting from the Bargain Hunting Strategies of the World’s Greatest Value Investor”, 2000

Joseph D. Piotroski, “Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers”, 2000

Wayne Guay, “Discussion of Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers”, 2000

Emeritus Professor Ron Bird and Richard Gerlach, “The Good and the Bad of Value Investing: Applying a Bayesian Approach to Develop Enhancement Models”

Benjamin Graham, “The Intelligent Investor”, 1973

Benjamin Graham and David Dodd, “Security Analysis”, 1932, 1940

Sentiment and Momentum Investing

Tarun Chordia and Lakshmanan Shivakumar, “Earnings and Price Momentum”, 2001

Lance Young and William E. Simon, “Earnings Momentum Strategies and the Macroeconomy”, 2002

Narasimhan Jegadeesh, Joonghyuk Kim, Susan D. Krische and Charles M. C. Lee, “Analyzing the analysts: When do recommendations add value?”, 2002

Leslie Boni and Kent L. Womack, “Analysts, Industries, and Price Momentum”, 2003

Narasimhan Jegadeesh, “Momentum”, 2001

Thomas J. George and Chuan-Yang Hwang, “The 52-week High and Momentum Investing”

Charles M. C. Lee and Bhaskaran Swaminathan, “Price Momentum and Trading Volume”, 1998

Narasimhan Jegadeesh and Sheridan Titman, “Profitability of Momentum Strategies: An Evaluation of Alternative Explanations”, 1999

Donald B. Keim, “The Cost of Trend Chasing and The Illusion of Momentum Profits”, 2003

Ronnie Sadka, “The Seasonality of Momentum: Analysis of Tradability”, 2002

Marlena Akhbari and Nicolas Gressis, “Momentum Strategies versus Directional Momentum Strategies: A Comparative Study with No-load Mutual Funds”

Bruce D. Grundy and J. Spencer Martin, “Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing”, 1998

Options Trading

Lawrence G. McMillan, “Options As a Strategic Investment”, 2001

Sheldon Natenberg, “Option Volatility & Pricing: Advanced Trading Strategies and Techniques”, 1994

Sheldon Natenberg, “Option Volatility Trading Strategies”, 2007

George Jabbour and Philip Budwick, “The Option Trader Handbook – Strategies and Trade Adjustments”, 2007

S.A. Johnston, “Trading Options to Win: Profitable Strategies and Tactics for Any Trader”, 2003

Adam Warner, “Options Volatility Trading: Strategies for Profiting from Market Swings”, 2010

Multi-Asset Investing, Asset Allocation

Roger G. Ibbotson, Paul D. Kaplan, “Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?”, 2000

David M. Darst, “The Art of Asset Allocation”, 2003

William J. Bernstein, “The Intelligent Asset Allocator”, 2001

Roger C. Gibson, “Asset Allocation”, 2000

Niels Bekkers, Ronald Q. Doeswijk, Trevin W. Lam, “Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes”, 2009

David Blitz, Pim Van Vliet, “Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes”, 2008

Heinz Zimmermann, Wolfgang Drobetz, Peter Oertmann, “Global Asset Allocation”, 2003