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 2, August 2007
8 articles in this issue
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Funds of funds versus simple portfolios of hedge funds: A comparative study of persistence in performance
Authors (first, second and last of 4)
- Greg N Gregoriou
- Georges Hübner
- Fabrice Douglas Rouah
- Content type: Paper
- Published: 13 August 2007
- Pages: 88 - 106
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Pricing, value-at-risk and dynamic properties of re-settable strike-price puts
Authors
- Michael L McIntyre
- David Jackson
- Content type: Paper
- Published: 13 August 2007
- Pages: 107 - 124
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The beta puzzle revisited: A panel study of hedge fund returns
Authors
- François-Éric Racicot
- Raymond Théoret
- Content type: Paper
- Published: 13 August 2007
- Pages: 125 - 146
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A new proposal for collection and generation of information on financial institutions' risk: The case of derivatives
Authors
- Gilneu F A Vivan
- Benjamin M Tabak
- Content type: Paper
- Published: 13 August 2007
- Pages: 147 - 169
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Option returns versus asset-pricing theory: Evidence from the European option market
Authors
- Sascha Wilkens
- Content type: Paper
- Published: 13 August 2007
- Pages: 170 - 176
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Exchange New Product News
- Content type: Paper
- Published: 13 August 2007
- Pages: 177 - 180
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OPTION PRICING MODELS & VOLATILITY USING EXCEL®-VBA
Authors
- François-Éric Racicot
- Raymond Théoret
- Content type: Book Review
- Published: 13 August 2007
- Pages: 181 - 183