Hedge Funds: Myths and Limits, March 2002 at John Wiley & Sons, London, ISBN 0-470-84477-9, 280 pages.
Doing Business in Emerging Europe, March 2003 at Palgrave Macmillan, ISBN: 0-333-99301-2 (co-authored with Y. Zoubir), 240 pages.
Hedge Funds: Quantitative Insights, June 2004, at John Wiley & Sons, London, ISBN 0-470-85667X, 384 pages.
La gestion alternative, June 2004, at Editions Dunod, Paris, ISBN 2100081586, 302 pages.
Commodity Trading Advisors: Risk, Performance Analysis, and Selection,September 2004 at John Wiley & Sons, London, ISBN: 0-471-68194-6 (co-edited with G. Gregoriou, V. Karavas and F. Rouah).
Hedge Funds: Mitos y límites. Fondos de inversión especulativos de alto riesgo, May 2006, at Ediciones Gestión 2000, Barcelona, ISBN 8496426963, 407 pages (in Spanish)
Hedge Funds, May 2006, at Kais System, Seoul, ISBN 8995238275, 282 pages (in Korean)
The Handbook of Hedge Funds, December 2006, at John Wiley and Sons, London, ISBN: 0-470-02663-4, 640 pages
Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, January 2008 at John Wiley and Sons, ISBN: 978-0470181690 (co-edited with G. Gregoriou), 528 pages.
Hedge Funds: Origines, Stratégies, Performances, May 2008 at Editions Dunod, Paris, ISBN: 978-2100513437, 391 pages
CAIA Level II: Advanced Core Topics In Alternative Investments, November 2009, John Wiley and Sons (co-authored), ISBN: 978-0-470-69426-8, 480 pages.
Portfolio Diversification, September 2017, ISTE Press – Elsevier, ISBN: 9781785481918, 274 pages.
Global Asset Management, forthcoming 2021, at John Wiley and Sons, London. (co-authored with D. Mirlesse), 288 pages