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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...