About LDI and DB Pension Funding:
- "How Would You Construct the Portfolio?", ai-CIO special LDI issue October 2012, p. 97 (click here for a pdf-version if web link is broken)
- "Fallacies in the Public Retirement Arena", Plansponsor.com, December 29th, 2010, response to an article by Gary Findlay, Executive Director Missouri State Employees' Retirement System (MOSERS).
- "Don't bet the house (and our pensions) on the stock market", Life & Health Advisor, July 2010
- "Looking for a fix for retirement security", MarketWatch, January 27, 2010
- "Experts react to Obama’s plan to help Americans save more", Retirement Weekly, vol. 8, no. 5 (January 2010), p. 6-8.
- "Funding relief is only a short term solution", Global Pensions, March 2010, p. 11.
- "US officials are failing on return assumptions", Global Pensions, April 2010, p. 12
- ""LDI in the US", Global Pensions, November 4th, 2008.
- "US Plans under fire over funding rules", Global Pensions, September 1st, 2008.
- "Liability-Driven Investing All Talk, No Action", FundFire August 20th, 2008
- "LDI Shift Underway, SEI Says", FundFire August 29th, 2008.
Public Testimony and Written Comments
- Comment on GASB Project No. 34, "Financial Reporting for Pension Plans – An Amendment of GASB Statement No. 25", submitted February 21, 2012
- Comment on the draft of the Minnesota Pension Plan Design Study (draft April 1st 2011, final study – June 1st 2011)
- Comments on GASB Project No. 34, "Preliminary Views of the Governmental Accounting Standards Board on major issues related to Pension Accounting and Financial Reporting by Employers", submitted September 17th, 2010
On Agent-Based Modeling of Financial Markets
- "Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited", Lecture Notes in Economics and Mathematical Systems, Springer 2008.
- Review by Blake LeBaron in Journal of Artificial Societies and Social Simulation (JASSS) vol. 12, no. 2 (March 2009).
- Review by Krzysztof Piasecki in Zentralblatt Math vol. 1141, 2008.
- "Technical Trading in the Santa Fe Institute Artificial Stock Market Revisited", Journal of Economic Behavior and Organization, vol. 61(4), p. 599-616, 2006.
- ""Agentenbasierte Simulation von Aktienmärkten", in: Schmidt, R. and Gramlich, D. (Eds.), "Bankmanagment and Kapitalmarktforschung", Wiesbaden, Deutscher Universitätsverlag 2004.
- IQPC Pension De-Risking Conference 2010, “The Asset Return – Funding Cost Paradox: The Case for Liability Driven Investing”
- IQPC Pension De-Risking Conference 2009, “The Asset Return – Funding Cost Paradox”