Maclin, and Dan Y. C. Shiber, Quantitative Finance, Vol. 12, Iss. 4, 2012. pp. 567-572.
• “Robust Portfolio Optimization,” with Frank J. Fabozzi, Dessislava A. Pachamanova and Sergio M. Focardi, Journal of Portfolio Management
, Spring 2007, pp. 1-10.
• “A Simple Framework for Time Diversification,” (with Frank J. Fabozzi and Sergio M. Focardi), Journal of Investing, Fall 2006, pp. 8-17.
• “Incorporating Trading Strategies into the Black-Litterman Framework,” (with Frank J. Fabozzi and Sergio M. Focardi), Journal of Trading, Spring 2006, pp. 28-37.
• “Financial Modeling of Transaction and Trading Costs: Overview and Practice,” (with Frank J. Fabozzi and Sergio M. Focardi), Finance Letters, Vol. 3, Issue 1 (February 2005, Special Issue on Financial Modeling of the Equity Markets).
• “New Kids on the Block: Latest Trends in Finance and Their Impact on the Future of the Investment Management Industry,” (with Frank J. Fabozzi and Sergio M. Focardi), Journal of Portfolio Management, 30th Anniversary Issue, 2004, pp. 42-54.
• “Quadruple and Octuple Layer Potentials in Two Dimensions I: Analytical Apparatus”, (with Shidong Jiang and Vladimir Rokhlin), Applied and Computational Harmonic Analysis, Vol. 14, 2003, pp. 47-74.
• “Numerical Quadratures for Singular and Hypersingular Integrals”, (with Vladimir Rokhlin), Computers and Mathematics with Applications, 2001, pp. 327-352.