October 2001
Budgeting and Monitoring the Risk of Defined Benefit
Pension Funds
A paper on the ways in which mean/variance based
risk management tools can be used by those responsible for defined benefit
pension funds,
October 2001
Individual Risk and Return Preferences: A
Preliminary Survey
A paper describing the results obtained in a
survey using the Distribution Builder aproach of Sharpe, Goldstein and Blyth
October 2001
Slide Presentation: Individual Risk and Return
Preferences: A Preliminary Survey
Slides summarizing the previous paper
September 2000
The Distribution Builder: A Tool for Inferring
Investor Preferences
A paper (with Daniel G. Goldstein and Philip W.
Blyth) on a method for inferring an investor's preferences