Journal of Derivatives & Hedge Funds is now archived and no
longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.
Volume 13, issue 1, May 2007
7 articles in this issue
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Value at risk, GARCH modelling and the forecasting of hedge fund return volatility
Authors
- Roland Füss
- Dieter G Kaiser
- Zeno Adams
- Content type: Paper
- Published: 27 June 2007
- Pages: 2 - 25
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Hybrid securities and commodity swaps; tools to hedge risk in emerging stock markets: Theoretical approach
Authors
- Naser I Abumustafa
- Content type: Paper
- Published: 27 June 2007
- Pages: 26 - 32
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Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets
Authors
- Mazin A M Al Janabi
- Content type: Paper
- Published: 27 June 2007
- Pages: 33 - 58
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A new use for single stock futures
Authors
- Paul Dawson
- Content type: Paper
- Published: 27 June 2007
- Pages: 59 - 65
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Great in practice, not in theory: An empirical examination of covered call writing
Authors
- Michael L McIntyre
- David Jackson
- Content type: Paper
- Published: 27 June 2007
- Pages: 66 - 79
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Exchange New Product News
- Content type: OriginalPaper
- Published: 27 June 2007
- Pages: 80 - 86