editions with Mark Kritzman 1996 and 1999. Brazilian Portuguese edition (1999).
With James J. Angel and Clifford Weber, EQUITY FLEX OPTIONS: THE FINANCIAL ENGINEER’S MOST VERSATILE TOOL, Fabozzi, 1999.
With Donald J. Smith and Rebecca Todd, CFA, RISK MANAGEMENT, DERIVATIVES, AND FINANCIAL ANALYSIS UNDER SFAS NO. 133, AIMR, 2001.
THE EXCHANGE-TRADED FUNDS MANUAL, John Wiley & Sons, 2002. Chinese edition, 2002.
SOMEONE WILL MAKE MONEY ON YOUR FUNDS – WHY NOT YOU? A BETTER WAY TO SELECT MUTUAL FUNDS AND EXCHANGE-TRADED FUNDS, John Wiley & Sons, Inc., 2005.
THE EXCHANGE-TRADED FUNDS MANUAL, Second edition, John Wiley & Sons, Inc., 2010.
“The Risk/Reward Characteristics of Options and Options Portfolios,” HANDBOOK OF FINANCIAL MARKETS – Securities, Options and Futures, eds. Frank J. Fabozzi and Frank G. Zarb, Dow Jones-Irwin, 1981, pp. 559 – 569. Second edition, 1986, pp. 560 – 571.
“Futures and Options on Fixed Income Securities: Their Role in Fixed Income Portfolio Management,” THE HANDBOOK OF FIXED INCOME SECURITIES, eds. Frank J. Fabozzi and Irving M. Pollack, Dow Jones-Irwin, 1983, pp. 857 – 872.
with Katherine M. Finn, “Options Markets and Instruments,” HANDBOOK OF FINANCIAL MARKETS AND INSTITUTIONS – Sixth edition, ed. Edward I. Altman, John Wiley & Sons, Inc., 1987, pp. 7. 3 – 50.
with Frank J. Fabozzi and Albert Madansky, “Pricing Determinants, Role in Risk Management, and Option Evaluation for Options on Stock Indexes and Stock Index Futures,” THE HANDBOOK OF STOCK INDEX FUTURES AND OPTIONS, eds. Frank J. Fabozzi and Gregory M. Kipnis, Dow Jones-Irwin, 1989, pp. 158 – 170.
with Louis I. Margolis, “What Lies Ahead?,” THE HANDBOOK OF EQUITY DERIVATIVES, eds. Jack Clark Francis, William W. Toy, and J. Gregg Whittaker, Irwin Professional Publishing, 1995, pp. 622 – 635.
“New Applications of Exchange-Traded Equity Derivatives in Portfolio Management,” ACTIVE EQUITY PORTFOLIO MANAGEMENT, ed. Frank J. Fabozzi, Frank J. Fabozzi Associates, 1998, pp. 237 – 271.
with Clifford Weber, “Exchange-Traded Equity Funds – Genesis Growth and Outlook,” THE HANDBOOK OF EQUITY DERIVATIVES, eds. Jack Clark Francis, William W. Toy, and J. Gregg Whittaker, John Wiley & Sons, Inc., 1999, pp. 121 – 141.
“Non-U.S. Stock Index Futures Contracts and Other Synthetic Equity Instruments,” PERSPECTIVES ON EQUITY INDEXING, ed. Frank J. Fabozzi, Frank J. Fabozzi Associates, 2000, pp. 152 – 177.