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 14, issue 1, May 2008
7 articles in this issue
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A study of the effects of corruption on variance of realised returns
Authors
- Nigel Yin
- Content type: Paper
- Published: 21 May 2008
- Pages: 2 - 8
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On comparing hedge fund strategies using new Hausman-based estimators
Authors
- François-Éric Racicot
- Raymond Théoret
- Content type: Paper
- Published: 21 May 2008
- Pages: 9 - 30
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An option pricing approach to the estimation of downside risk: A European cross-country study
Authors
- Lakshman Alles
- Content type: Paper
- Published: 21 May 2008
- Pages: 31 - 41
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Do asymmetric risk metrics influence performance persistence?
Authors
- Luis Ferruz
- José Luis Sarto
- Laura Andreu
- Content type: Paper
- Published: 21 May 2008
- Pages: 42 - 49
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The pricing of convertible bonds within the Tsiveriotis and Fernandes framework with exogenous credit spread: Empirical analysis
Authors
- Victor Gushchin
- Erwan Curien
- Content type: Paper
- Published: 21 May 2008
- Pages: 50 - 65
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Exchange New Product News
- Content type: OriginalPaper
- Published: 21 May 2008
- Pages: 66 - 70