Risk Parity Portfolios with Risk Factors,” co-authored with T. Roncalli, Quantitative Finance, Volume 16, Issue 3, pp. 377-388, January 2016.

Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach,” Bayesian Model Comparison, 34:181–222, 2014. Available here.

Tracking Problems, Hedge Fund Replication and Alternative Beta,” co-authored with T. Roncalli, Journal of Financial Transformation, 31:19–29, 2011.
The working paper (Janurary 2009) is available on SSRN or download here (PDF)

Risk management Lessons from Madoff fraud,” co-authored with P. Clauss and T. Roncalli
International Finance Review, Volume 10, Chapter 17, Eds. J. J. Choi and M. Papaioannou, 2009

Vagaries of the Euro: An Introduction to ARIMA Modeling” co-authored with Y. Awazu
Case Studies in Business, Industry and Government Statistics, Volume 2, Issue 1, 2008.