Curriculum Source References The following references were used in the CFA Institute-produced publications Quantitative Methods for Investment Analysis, Analysis of Equity Investments: Valuation, and Managing Investment Portfolios: A Dynamic Process. Ackerman, Carl, Richard McEnally, and David Ravenscraft. 1999. “The Performance of Hedge Funds: Risk, Return, and Incentives.” Journal of Finance. Vol. 54, No. 3: 833–874. ACLI Survey. 2003. The American Council of Life Insurers. Agarwal, Vikas and Narayan Naik. 2000. “Performance Evaluation of Hedge Funds with OptionBased and Buy-and-Hold Strategies.” Working Paper, London Business School. Ali, Paul Usman and Martin Gold. 2002. “An Appraisal of Socially Responsible Investments and Implications for Trustees and Other Investment Fiduciaries.” Working Paper, University of Melbourne. Almgren, Robert and Neil Chriss. 2000/2001. “Optimal Execution of Portfolio Transactions.” Journal of Risk. Vol. 3: 5–39. Altman, Edward I. 1968. “Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy.” Journal of Finance. Vol. 23: 589–699. Altman, Edward I. and Vellore M. Kishore. 1996. “Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds.” Financial Analysts Journal. Vol. 52, No. 6: 57−63. Altman, Edward I., R. Haldeman, and P. Narayanan. 1977. “Zeta Analysis: A New Model to Identify Bankruptcy Risk of Corporations.” Journal of Banking and Finance. Vol. 1: 29−54. Ambachtsheer, Keith, Ronald Capelle, and Tom Scheibelhut. 1998. “Improving Pension Fund Performance.” Financial Analysts Journal. Vol. 54, No. 6: 15–21. Ambachtsheer, Keith. 1986. Pension Funds and the Bottom Line: Managing the Corporate Pension Fund as a Financial Business. Homewood, IL: Dow Jones-Irwin. American Accounting Association Financial Accounting Standards Committee. 2001. “Equity Valuation Models and Measuring Goodwill Impairment.” Accounting Horizons. Vol. 15, No. 2: 161–170. American Association of Individual Investors. 2003. The Individual Investor’s Guide to the Top Mutual Funds, 22nd edition. Chicago: AAII. American Institute of Certified Public Accountants. 2002. Exposure Draft: Proposed Statement on Auditing Standard: Consideration of Fraud in a Financial Statement Audit. 28 February 2002. Ameriks, John and Stephen Zeldes. 2001. “How Do Household Portfolio Shares Vary with Age?” Working Paper, Columbia University. Amihud, Yakov and Haim Mendelson. 1986. “Liquidity and Stock Returns.” Financial Analysts Journal. Vol. 42, No. 3: 43–48. Amihud, Yakov and Kefei Li. 2002. “The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings.” New York University Stern School of Business Working Paper No. SC-AM-02-11. Amihud, Yakov. 2002. “Illiquidity and Stock Return: Cross-Section and Time-Series Effects.” Journal of Financial Markets. Vol. 5, No. 1: 31–56. Amin, Gaurav and Harry Kat. 2003. “Stocks, Bonds, and Hedge Funds.” Journal of Portfolio Management. Vol. 29, No. 4: 113–120. Ammann, Manuel and Heinz Zimmerman. 2001. “Tracking Error and Tactical Asset Allocation.” Financial Analysts Journal. Vol. 57, No. 2: 32–43.
Ang, Andrew, Monika Piazzesi, and Min Wei. 2006. “What Does the Yield Curve Tell Us About GDP Growth?” Journal of Econometrics. Vol. 131, No.1/2: 359–403. Ankrim, Ernest and Chris Hensel. 1993. “Commodities in Asset Allocation: A Real Asset Alternative to Real Estate?” Financial Analysts Journal. Vol. 49, No. 3: 20–29. Anson, Mark. 2002a. Handbook of Alternative Assets. New York: John Wiley & Sons. Anson, Mark. 2002b. “A Primer on Distressed Debt Investing.” Journal of Private Equity. Vol. 5, No. 3: 6–16. Arnott, Robert and Peter Bernstein. 2002. “What Premium is ‘Normal’?” Financial Analysts Journal. Vol. 58, No. 2: 64–85. Arnott, Robert and Robert Lovell. 1993. “Rebalancing: Why? When? How Often?” Journal of Investing. Vol. 2, No. 1: 5–10. Arnott, Robert, Jason Hsu, and Philip Moore. 2005. “Fundamental Indexation.” Financial...
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