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•Rogue Traders : http://www.exeter.ac.uk/~RDavies/arian/scandals/classic.html

http://faculty.fuqua.duke.edu/~dah7/primer.pdf#search=%22Factor%20Modeling%20and%20Benchmarking%20of%20Hedge%20Funds%3A%20Can%20Passive%20Investments%20in%20Hedge%20Fund%20Strategies%20Deliver%3F%22

http://www.partnersgroup.net/docs/library/JAI_WI_05_Jaeger.pdf#search=%22Factor%20Modeling%20and%20Benchmarking%20of%20Hedge%20Funds%3A%20Can%20Passive%20Investments%20in%20Hedge%20Fund%20Strategies%20Deliver%3F%22


•Ilija Zovko, and J Doyne Farmer The power of patience: a behavioural regularity in limit-order placement, Quantitative Finance

•Stephen Figlewski, "Estimation Error in the Assessment of Financial Risk Exposure"

•The Chinese Approach to Capital Inflows: Patterns and Possible Explanations, IMF Working Paper

•Halbert White, "A Reality Check for Data Snooping", Econometrica, Vol 68, No.5 (Sep 2000), pp 1097-1126.

•Ulrich Muller, "Statistics of Variables Observed Over Overlapping Intervals", O&A Research Group Discussion Group

•Whitney Newey and Kenneth West,
http://www.ssc.wisc.edu/~bhansen/718/NeweyWest1994.pdf
Automatic Lag Selection in Covariance Matrix Estimation, Review of Economic Studies (1994) 61, pp.631-653. (pp633)

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