878                                                    24

Craig B. Wainscott, The Stock-Bond Correlation and its Implications for Asset Alloca-
tion, Financial Analysts Journal, 46, no. 4 (July/August 1990), pp. 55-60, 79.
John Markese, All Eggs in One Basket, or A Basket for Egg?, AAII Journal, 12,
no. 7 (August 1990), pp. 31-33.

David E. Tierney and Kenneth Winston, Using Generic Benchmarks to Present Manager
Styles, Journal of Portfolio Management, 17, no. 4 (Summer 1991), pp. 33-36.
P. R. Chandy and William Reichenstein, Timing Strategies and the Risk of Missing Bull
Markets, AAII Journal. 13, no. 7 (August 1991), pp. 17-19.
William F. Sharpe, Asset Allocation: Management Style and Performance Measurement,
Journal of Portfolio Management, 18, no. 2 (Winter 1992), pp. 7-19.
P. R. Chandy and William Reichenstein, Stock Market Timing: A Modest Proposal,
AAII Journal, 14, no. 4 (April 1992), pp. 7-10.

Mark Hulbert, Market Timing Strategies: Taxes are Drag, AAII Journal, 14, no. 7 (August
19.92), pp. 18-20.

Maria Crawford Scott, Asset Allocation Among the Three Major Categories, AAII Journal,
15, no. 4 (April 1993), pp. 13-16.

Mark Hulbert, Bond Market Timing : Even More Tough Than Timing the Stock Market,
AAII Journal, 16, no. 3 (April 1994), pp. 11-13.

Joseph B. Ludwig, The Market Timing Approach: A Guide to the Various Strategies,
AAII Journal, 16, no. 4 (May 1994), pp. 11-14.

6.       . 26 (. )
  :

Robert D. Arnott and Roy D. Henriksson, A Disciplined Approach to Global Asset

Allocation, Financial Analysts Journal, 45, no. 2 (March/April 1989), pp. 1728.

Bruno Solnik, international Investments (Reading, MA: Addison-Wesley, 1991),

Charpter 5.

Fischer Black and Robert Litterman, Global Portfolio Optimization, Financial Analysts

Journal, 48, no. 5 (September/October 192), pp. 28-43.

Carlo Capaul, lan Rowey, and William F. Sharpe, International Value and Growth Stock

Returns, Financial Analysts Journal, 49, no. 1 (January/February 1993), pp. 27-36.

7.    .  :

Gordon J. Alexander and Jack dark Francis, Portfolio Analysis (Englewood Cliffs, NJ:

Prentice Hall, 1986), pp. 221-228.

William F. Sharpe, Asset Allocation Tools (Redwood City, CA: Scientific Press, 1987),

pp. 65-68.

8.         , -
    . 20  21.       -
,    :

Clifford W. Smith, Jr., Charles W. Smithson, and D. Sykes Wilford, Managing Financial

Risk (New York: Harper & Row, 1990), Chapters 9-12.

Robert H. Litzenberger, Swaps: Plain and Fanciful, Journal of Finance, 47, no. 3 (July

1992), pp. 831-850.

John F. Marshall andVipul K. Bansal, Financial Engineering (Miami, FL: Kolb Publishing,

1993), Chapters 13, 23-24.

John F. Marshal] and Kenneth R. Kapner. The Swaps Market (Miami, FL: Kolb Publishing,

1993).

Frank J. Fabozzi, Franco Modigliani, and Michael G. Ferri, Foundations of Financial

Markets and Institutions (Englewood Cliffs, NJ: Prentice Hall, 1994), Chapter 29.

Robert W. Kolb, Futures, Options, and Swaps (Miami, FL: Kolb Hublishing, 1994),

Chapters 18-19.