The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory (Wiley Trading) http://www.amazon.com/Leverage-Space-Trading-Model-Reconciling/dp/0470455950/ "As we've seen recently, the gross misuse of leverage has been a hard lesson for institutions. But position sizing is critical to the success of all traders, big and small, and Ralph Vince brings fresh thinking to an area that badly needs it. He challenges the status quo and makes you think about what you're doing. He attacks the major flaws of MPT. There is no doubt that you'll benefit from Ralph's ideas." —Perry Kaufman, author of New Trading Systems and Methods, Fourth Edition and A Short Course in Technical Trading