- In Search of Alpha - Investing in Hedge Funds, UBS Warburg, October 2000
- The Search for Alpha Continues - Do Fund of Hedge Fund Managers Add Value? UBS Warburg, September 2001
- Asymmetric Returns, UBS Warburg, September 2002
- Fireflies Before the Storm, UBS Warburg, June 2003
- The Critique of Pure Alpha, UBS Investment Research, March 2005
Reprinted with permission of UBS Investment Bank.