Articles

Here is a sampling of things I have written that are available free on-line

Wilmott quantitative finance magazine columns

Hard target search
A Wall Street rocket scientist in King Arthur's court
The theory of risk management
When Harry met Kelly
Rouge et noir
Send lawyers, dice and money
Betting with Sleeping Beauty
Three puzzles
Ten bad ideas
Build your wings on the way down
Time enough for counting
Whiskey breath of Wall Street
Bogle, Buffett, Tobin and Queen Anne
Tiptoe through the tulips
Hedge fund risk measurement
Toward a new theory of corporate finance
Black noise
I ain't missin' you at all
But when I'm bad, I'm better
Toil and trouble
The inside-out corporation
Close, but no see GHAR
Table stakes
The invisible hand making pins
Cold war II
Whose life is it anyway?
Kelly myths and heroes
Concrete economics
Super
forecasting
Limit bets
Contagion
We are better than this
A mad gardener tackles the financial crisis
Correlation BINGO
Stumbling on economics
Dakota option I
Modern portfolio theory at 50
Toward a unified theory of risk management
Dakota option II
Money past, present and future
Stress for success
Dakota option III
Monopoly I
Wald's series
Do models behave badly?
Monopoly II
Statistiks
Economists' new clothes
The beginning of wisdom
Unbearable lightness of cross-market risk
Education of a quant
Old beds
Fat tails in the sunset
South of Bretton Woods
Fat tails in the sunset
Forced by the sternest circumstances
Six degrees of idiocy
On betting the right size
Gambler's Ruin
Try this at home kids
Opening Pandora's Box
Optimal betting with limits
What's love got to do with it?
Risk manager without portfolio
Origins of value
Risk intelligence
Risk, reserves and capital
Poker game theory
Let's put the fun back into funded debt (or else it's ded)
Risk, the ugly history
Politics and morality
The hardship of accounting
What is the interest rate in Hell?
Yes, I'm a (sigh) Bloomberg Prophet. Click here to read my prophecies
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I wrote a weekly column for Minyanville for years when Todd Harrison ran it but lost interest after he sold it. Here are the columns.
I write a lot of Amazon reviews (mostly books). See them here.
I also answer a lot of questions on Quora. Here's a list.