1 Gary Brinson, Brian Singer, and Gilbert Beebower, “Determinants of Portfolio Performance: II. An Update,” Financial Analysts Journal, vol. 47, May–June 1991, pp. 40–49.

2 David Darst, Mastering the Art of Asset Allocation: Comprehensive Approaches to Managing Risk and Optimizing Returns, McGraw-Hill, New York, 2007.

3 Alan Greenspan, The Age of Turbulence: Adventures in a New World, Penguin, New York, 2007.

4 You might be up more because 1% of your equity keeps getting bigger as your equity grows.

5 Much of the material in the rest of Part 4 was adapted from my book The Definitive Guide to Position Sizing: How to Evaluate Your System and Use Position Sizing to Meet Your Objectives, International Institute of Trading Mastery, Cary, N.C., 2008.

6 This is sometimes called the “reduced core equity method.” However, that title doesn’t make any sense to me, so I’ve renamed it.

7 Tharp, The Definitive Guide to Position Sizing.

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