The Gradient Method of Asset Allocation from William F. Sharpe
(external link)

Determinants of Portfolio Performance
(pdf) Brinson, Hood, Beebower
Financial Analysts Journal, Jan / Feb 1995

Determinants of Portfolio Performance - 20 Years Later
(pd) L. Randolph Hood CFA
CFA Journal

Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?
(pd) Roger G. Ibbotson and Paul D. Kaplan
Association for Investment Management and Research

The True Impact of Asset Allocation on Returns
(pdf) Roger G. Ibbotson
Ibbotson Associates, Jan / Feb 2000

The 93.6% Question of Financial Advisors
(pdf) Meir Statman

The asset allocation hoax
William W Jahnke
Journal of financial Planning, Feb 1997

Improving Returns while Controlling Risk
(pdf) Integrating Wyckoff's Tools with CANSLIM. J.C. Coppola, III,
Published in the MTA Journal, Winter 94 - Spring 95

Does Trend following work on stocks?
(pdf) from Blackstar Funds LLC

Using Seperately Managed Accounts
(White paper by John Cunningham, WR Capital Management LP)

"Perfect Storms" - Beautiful & True Lies in Risk Management
(pdf) Satyajit Das 2007

Information Visualization for Stock Market Ticks
(pdf) Pasha Roberts - Thesis submission to MIT