Publications Articles

 Financial Engineering, The Evolution of a Profession 
Tanya S. Beder and Cara Marshall, June 2011, Wiley Publishing

Portable THIS environment?

(tbp May 2008) (with Giovanni Beliossi)

How Large Could The Hedge Fund Industry Grow?
An Analysis of Equity Short Constraints and Industry Capacity

Citigroup Alternative Investments Research, August 2005
(with Vineet Budhraja, Rui de Figueiredo and Ryan Meredith)

Managing Hedge Fund Risk: From the Practitioner's Perspective
Managing Hedge Fund Risk, Risk Publications, Aug 2000

The Great Risk Hunt, Journal of Portfolio Management
25th Anniversary Special Issue, May 1999: 28-34

Vignettes on VaR, Journal of Financial Engineering
Vol. 1, No. 2, Dec 1998, Vol. 7, Number 4
(with Michael Minnich, Hubert Shen and Jodi Stanton)
View Article

Concerning the Progress of Financial Firms in Managing Y2K
United States Senate Special Committee
on the Year 2000 Technology Problem
New York, NY, July 6, 1998

The Changing Face of Financial Institutions
Organisation for Economic Co-Operation and Development
Paris, 7-8 July, 1997

The Good, The Bad – and The Ugly
Credit Derivatives Supplement in Risk Magazine, July 1997: 30-34

What We’ve Learned About Derivatives Risk in the 1990s
Journal of Economic Notes, Banca Monte dei Paschi di Siena SpA, Jan 1997

Risk Standards for Institutional Managers and Institutional Investors
Organisation for Economic Co-Operation and Development, Nov 12, 1996

Report Card on VAR: High Potential But Slow Starter
Bank Accounting & Finance, Institutional Investor, Oct 1996

Derivatives Under Control, Corporate Cashflow, Jan 1996: 24-26

Ten Common Failures in Independent Risk Oversight
Financial Derivatives and Risk Management, Vol. 4, Dec 1995: 53-56

Guidelines for A Brave New Pension World
Derivatives Strategy, Nov 1995: 58-62

VAR: Seductive but Dangerous
Financial Analysts Journal, Sept/Oct 1995: 12-24

Financial Derivatives
Testimony Before the Subcommittee on Telecommunications and Finance
United States House of Representatives, July, 1994

Derivatives: The Realities of Marking to Model
Bank Accounting & Finance, Vol. 7, No. 4, Summer 1994: 4-12

Learning from Fund Losses in Derivatives
Treasury & Risk Management, Nov/Dec 1994: 52-53

Three Key Challenges in Independent Risk Oversight
Derivatives Use, Trading & Regulation, Vol. 1, No. 1, 28, Oct 1994: 9-23

Equity Derivatives for Investors
Journal of Financial Engineering, Vol. 1, No. 2, Sept 1992: 174-195

How to Do Interest Rate Swaps
Harvard Business Review, Sept/Oct 1984: 96-101

Publications: Book Chapters


Sound Practices for Hedge Funds
Managing Hedge Fund Risk: Strategies and Insights from Investors,
Counterparties, Hedge Funds and Regulators, Risk Books, 2005, Chapter 7

Foreword, Intelligent Hedge Fund Investing, Risk Books, 2004, ix

What We’ve Learned About VAR,
Advanced Handbook of Financial Engineering, 1997

Lessons from Derivatives Losses
Derivatives Risk and Responsibility, 1996 Irwin/Probus, 55-68

Updating Risk Management to Control Losses
Financial Engineering with Derivatives, 1995 Irwin/Probus, 171-174

Reflections on Intra-Day Data and Risk Assessment
1995 Symposium Notes, ISC, St. Gallen, Switzerland

The Current Status of Hedging Tools for Mortgage Backed Securities
Mortgage-Backed Securities New Strategies, Applications and Research,
Probus 1987, 357-367