B. Scherer (1994), Timing deutscher Investmentfonds, Journal of Economics and Statistics, 213/2, p

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1 PUBLICATIONS REFEREED ARTICLES B. Scherer (1994), Timing deutscher Investmentfonds, Journal of Economics and Statistics, 213/2, p B. Scherer (1994), Adverse Selektion in Versicherungsmärkten, in: WIST, Heft 4, p Ebertz T. and B. Scherer (1998), A Simple Model for Lifetime Asset Allocation, in: Journal of Wealth Management, Summer 1998, v1n2, p B. Scherer (1999), Cost Averaging - Fact or Fiction, in: Journal of Wealth Management, Winter 1999, v1n3, p B. Scherer (2000), Preparing the Best Risk Budget, in: Risk, December, p B. Scherer (2001), A Note on Tracking Error Funding Assumptions, in: Journal of Asset Management, v2, p B. Scherer (2001), Core Satellite Investing: Harmony Through Seperation, in: Risk, v14, p B. Scherer (2002), Portfolio Resampling: Review and Critique, in: Financial Analysts Journal, v45n6, p B. Scherer (2002), Harmonie durch Seperation, in: Deutsches Risk, März, p B. Scherer and Thomas E. (2003), Cost Averaging: An Expensive Strategy for Maximizing Terminal Wealth, in: Financial Markets and Portfoliomanagement, v17n2, p B. Scherer (2004), An Alternative Route To Performance Hypothesis Testing, in: Journal of Asset Management, v5n1, p B. Scherer (2004), Hedging of Corporate Pension Liabilities, in: Risk, August, p B. Scherer (2004), Resampled Efficiency and Portfolio Choice, in: Financial Markets and Portfoliomanagement, v18, p

2 B. Scherer (2004), Absicherung von Pensionsverbindlichkeiten, in: Deutsches Risk, Winter, p B. Scherer (2005). Theorie der Unternehmung versus Portfoliotheorie, in: Zeitschrift für betriebliche Altersvorsorge, März, p B. Scherer (2006), The corporate view, in: Life & Pensions, February, p B. Scherer (2006), Inflation Hedging, in: Life & Pensions, June, p B. Scherer, Colm O-Cinneide and Xiaodong Xu (2006), Ensuring Fairness When Pooling Trades, in: Journal of Portfolio Management, Vol 32, No. 4, Summer, p B. Scherer (2006), Resampled Efficiency: Out of Sample Evidence, Journal of Asset Management, v7n3/4, p B. Scherer (2007), Can robust optimization build better portfolios?, Journal of Asset Management, v7, p B. Scherer, X. Xu (2007), Performance based Fees and Risk Shifting with knockout barrier, Journal of Investment Management, v5n3, p B. Scherer, X. Xu (2007), The impact of constraints on value added, Journal of Portfolio Management, v31n2, Summer, p B. Scherer and A. Gintschel (2008), Optimal Asset Allocation For Sovereign Wealth Funds, Journal of Asset Management, v9n3, p B. Scherer and S. Kessler (2009), Varying Risk Premia in International Bond Markets, Journal of Banking and Finance, v33n8, p B. Scherer (2009), A note on Portfolio Choice For Sovereign Wealth Funds, Financial Markets and Portfolio Management, Volume 23, Number 3, p B. Scherer (2010), A Note on Asset Management and Market Risk, Financial Markets and Portfolio Management, v24n3, p B. Scherer, S. Kessler and D. Judice (2010), Price Reversals in Global Equity Markets, Journal of Asset Management, v11, p B. Scherer (2010), Should Asset Managers Hedge Their Fees At Risk?, Journal of Applied Corporate Finance, v22n4, p

3 B. Scherer and S. Satchell (2010), Fairness in Trading A Microeconomic Interpretation, Journal of Trading, v5n1, pp B. Scherer (2010), Portfolio Choice For Oil Based Sovereign Wealth Funds, Journal of Alternative Investments, Winter, v13n3, p Hong J., Knight J., Satchell S. and B. Scherer (2010), Using approximate results for validating value-at-risk, Journal of Risk Model Validation, v4n3, pp 1-8 B. Scherer (2011) Buy Side Risk Management, Journal of Asset Management, v12, p B. Scherer and S. Kessler (2010), Hedge fund return sensitivity to global liquidity, Journal of Financial Markets, v14n2, p B. Scherer (2010), Macroeconomic Risk Management for Oil Stabilization Funds in GCC Countries, Banques & Marchés, n109, p B. Scherer and S. Satchell (2011), Managing the Risk of Hedge Fund Outflows, Journal of Alternative Investments, Fall, v14n2, p B. Scherer (2011), A Note On the Performance of the Minimum Variance Portfolio, Journal of Empirical Finance, v18n4, p B. Scherer (2011), A Note on Asset Management and Market Risk, Quantitative Finance, forthcoming WORKING PAPERS B. Scherer (2011), Asset Allocation With Shadow Assets, under Review B. Scherer (2011), Data Synchronization in Risk Management, under Review B. Scherer and S. Kessler (2011), Macro Momentum, under Review OTHER ARTICLES B. Scherer (1995), Konvexitätstrategien am Rentenmarkt, in: Die Bank, Heft 10, p B. Scherer und T. Ebertz (1998), Cost Averaging: Fakt oder Fiktion, in: Die Bank, Heft 2, p B. Scherer und T. Ebertz (1998), Cost Averaging versus Einmalanlage, in: Die Bank, Heft 7, p. 448

4 B. Scherer (2003), Portfolio Insurance: What Practitioners Need To Know, in: IPE, October, p B. Scherer (2004), What Practitioners Need To Know About Pension Liabilities, in: European Pension News, 8. November 2004 B. Scherer (2005), Liability Benchmarking. in: Deutsche Pension News, Juli 2005, p B. Scherer (2010), Synchronize your data or get out of step with your risks, EDHEC Risk Newsletter B. Scherer (2010), Vermögensrisiken, Elite Report B. Scherer, B. Balachander, R. Falk and B. Yen, Introducing Capital IQ s Fundamental US Equity Risk Models, July 2010 B. Scherer, B. Balachander, R. Falk and B. Yen, Introducing Capital IQ s Fundamental Global Equity Risk Models, July 2010 BOOK CONTRIBUTIONS Ebertz T. and B. Scherer (1998), Das Rahmenwerk des aktiven Portfoliomanagements, in: Kleeberg/Rehkugler, Handbuch Portfoliomanagement, Uhlenbruch Verlag, Bad Soden B. Scherer (2000), Einfluss der Investmentrichtlinien auf die Performance von Spezialfonds, in: Kleeberg/Rehkugler, Handbuch Spezialfonds, Uhlenbruch Verlag, Bad Soden B. Scherer (2002), Time Variable Investment Opportunities, in: Kleeberg/Rehkugler, Handbuch Portfoliomanagement, 2nd edition, Uhlenbruch Verlag, B. Scherer (2002), Das Markowitz Kalkül und seine Erweiterungen, in: Investmentmodelle für das Asset Liability Modelling von Versicherungsunternehmen, Verlag Versicherungswirtschaft, Karlsruhe B. Scherer (2002), Überlegungen zum Aufbau einer Datenbank zur Modellierung der Marktrisiken von Versicherungsanlagen, in: Investmentmodelle für das Asset Liability Modelling von Versicherungsunternehmen, Verlag Versicherungswirtschaft, Karlsruhe B. Scherer (2002), Das Konzept der Resampled Efficiency, in: Handbuch Asset Allokation, p , Uhlenbruch Verlag B. Scherer (2002), Der Core Satellite Ansatz, in: J. Coche and O. Stotz, Asset Allocation, Deutscher Wirtschaftsdienst, p

5 B. Scherer and T. Jasper (2003), Approximating Corporate Liabilities, in: B. Scherer, ALM Tools, p , Riskwaters: London B. Scherer (2003), Rethinking Asset Management: Lessons from the Pension Crises, in: Boom and Bust, EAMA, London B. Scherer and A. Gintschel (2004), Currency Reserve Management by Dual Benchmark Optimization, in: F. Diebold et al, Risk Management For Central Bank Foreign Reserves, p , European Central Bank B. Scherer and A. Gintschel (2005), Erfolgskriterien Makro Hedge Fonds, Handbuch Hedge Fonds, p , Uhlenbruch Verlag, B. Scherer (2005), Commodities as an Asset Class: Testing for Mean Variance Spanning under Arbitrary Constraints, in: An Investors Guide to Commodities, Deutsche Bank, p B. Scherer and Li He (2007), Commodities as an Asset Class, in: Fabozzi et al., Handbook of Commodities Investing, chapter 10, p B. Scherer (2008), Currency Overlays, in: Fabozzi et al., Handbook of Finance, v2, p B. Scherer (2008), The Crack Spread, in: Gregoriou G. et al, Encyclopedia of Alternative Investments, Chapman & Hall B. Scherer (2008), Trend Follower, in: Gregoriou G. et al, Encyclopedia of Alternative Investments, Chapman & Hall B. Scherer (2008), Hedge Fund Replication, in: Gregoriou G. et al, Encyclopedia of Alternative Investments, Chapman & Hall B. Scherer (2008), Weather Premium, in: Gregoriou G. et al, Encyclopedia of Alternative Investments, Chapman & Hall B. Scherer (2008), Statistical Arbitrage, in: Gregoriou G. et al, Encyclopedia of Alternative Investments, Chapman & Hall B. Scherer (2009), Value at Risk Based Stop Loss Strategies, in: Gregoriou G. et al, Handbook of Value at Risk, p , McGraw Hill B. Scherer (2010), The Theory of SAA for Sovereign Wealth Funds, in: Berkelaar A., Coche J. and K.Nyholm (eds), Central Bank Reserves and Sovereign Wealth Management

6 B. Scherer (2010), Porfolio Choice For Sovereign WealthFunds, in: Berkelaar A., Coche J. and K.Nyholm (eds), Central Bank Reserves and Sovereign Wealth Management B. Scherer (2009), More Than You Ever Wanted To Know About Conditional Value at Risk Optimization, in: S. Satchell (ed), Optimizing the Optimizers, Elsevier B. Scherer (2010), Portfolio Construction and Risk Budgeting, 4th extended edition, Riskwaters: London B. Scherer (2012), Asset Management Incentives, in B. Scherer and K. Winston (eds), Handbook of Quantitative Asset Management, Oxford University Press, forthcoming BOOKS B. Scherer (1993), Timing Deutscher Investmentfonds, unveröffentlichte Dissertation, Universität Gießen B. Scherer (2002), Portfolio Construction and Risk Budgeting, Riskwaters: London B. Scherer (2003, Editor), ALM Tools, Riskwaters: London B. Scherer (2004), Portfolio Construction and Risk Budgeting, 2 nd extended edition, Riskwaters: London B. Scherer and D. Martin (2005), Portfolio Optimization using Nuopt for S-plus, Springer: New York B. Scherer (2005), Liability Hedging and Portfolio Choice, Riskwaters: London B. Scherer (2006), Portfolio Construction and Risk Budgeting, 3rd extended edition, Riskwaters: London B. Scherer, (2008, Editor), Portfolio Management, Risk: London B. Scherer, (2012), Optimization using Nuopt for S-plus, Springer: New York, 2nd extended edition, forthcoming B. Scherer, K. Winston (2012, Editor), Handbook of Quantitative Fund Management, Oxford University Press

7 INTERVIEWS B. Scherer, Gebühren haben Signalwirkung, Portfolio Institutionell, Mai 2005 B. Scherer, Verzahnung von Assets und Liabilities, Portfolio Institutionell, April 2006 B. Scherer, Portfolio construction, in: Wilmott, August 2007 B. Scherer, CFA Society (8 th of February 2010), Asset Management for Sovereign Wealth Funds B. Scherer, CFA Society (4 th of November 2010), Fees at Risk B. Scherer, Financial Times (15th of March, 2010), Take the risks you have control over B. Scherer, Handelsblatt (16 th of June, 2010), Schützt Euer Geld vor dem Staat, in: Handelsblatt B. Scherer, Fees at Risk, Pension and Investment (1 st of November 2010, p1) B. Scherer, Shadow Assets (25 th of July 2011), Pension and Investment BOOK REVIEWS Jansen B. und B. Rudoph (1992), Der Deutsche Aktienindex DAX: Konstruktion und Anwendungsmöglichkeiten, Fritz Knapp Verlag, in: ZFBF, Heft 7/8, p 680 Golub B. und L. Tilman (2000), Risk Management: Approaches for Fixed Income Markets, Wiley, in: Risk, January 2002 AFFILIATIONS current : Associate Editor for the Journal of Asset Management 2007 current : Member of «Plenum der Ökonomen : Board Member, London Quant Group Referee Activities

8 Financial Analysts Journal Journal of Asset Management Journal of Banking and Finance Quantitative Finance Management Science