The Quantification of Investment Risk for Pension Funds. Chapter 1 in Micocci, M, Gregoriou, G. & Masala, G. (Editors), Pension Fund Risk Management, Chapman Hall, (2010). [pdf]
Actuaries’ Evaluation of the Utility of Financial Economics. Chapter 6 in Fabozzi, F. (Ed.) (2008) Handbook of Finance, Volume II: Investment Management and Financial Management, John Wiley & Sons, New York, pp. 53-64. [pdf, or from the publisher, pdf]
ADiscussion on Equity Risk Premium: Expectations Great and Small, Derrig, R.A. & Orr, E.D., North American Actuarial Journal, 9, 1, January 2005, 120-124. [pdf]
Defining and Measuring Risk in Defined Benefit Pension Funds. Annals of Actuarial Science, Vol II, Part 1, (2007) 54-66. [pdf, or from the publisher, pdf]
Monthly and semi-annual seasonality in the Irish Equity market 1934-2000 (with Brian Lucey of Trinity College Dublin). Applied Financial Economics, Vol. 14, No. 3/1, 203-208 (February 2004). [pdf, or from the publisher, pdf]
A Primer in Financial Economics (with David Bowie and John Hibbert), British Actuarial Journal, Vol. 8, Part I, (2001/2002), 27-74. [pdf, or from the publisher, pdf]
Evolution of the Asset Distribution of Irish Pension Funds, Irish Banking Review Summer 2002, 42-52. [pdf]
Investing the National Pensions Reserve Fund, Irish Banking Review, Spring 2001, 31-47. [pdf]
A Promising Timing Strategy in Equity Markets. (with Brian Lucey of Trinity College Dublin). Journal of the Statistical and Social Inquiry Society of Ireland, Vol. XXXI, (2001/2002), 74-110. [pdf, or from the publisher, pdf]
Prudent Pension Planning. A short book (43 pp) published in December 2002 by Hibernian Investment Managers. [pdf]
From Canals to Computers: The Friends First Guide to Long-Term Investment in Ireland. 1999. A short book (56 pp), ISBN 0-9535887-0-X. This was the first long-run asset return study for Ireland and is now the standard source for Irish long-term financial data. This data set is, for instance, the basis for the entry for Ireland in the 16 country study Triumph of the Optimists: 101 Years of Global Investment Returns, Dimson et al., Princeton University Press 2002.
