1. The bias ratio: measuring the Sharpe of fraud;Abdulali;Protege Partners Quarterly Letter, Spring,2006
2. Do hedge funds hedge?;Asness;Journal of Portfolio Management,2001
3. Safety-first, stochastic dominance and optimal portfolio choice;Bawa;Journal of Financial and Quantitative Analysis,1978
4. LL-moments for estimating low flow quantiles;Bayazit;Hydrological Sciences,2002
5. Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution;Bollen,2007