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 16, issue 3, November 2010
Special Issue: Hedge Funds and Long—Short Issues
6 articles in this issue
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Style rotation and the performance of Equity Long/Short hedge funds
Authors
- Jarkko Peltomäki
- Emilia Peni
- Content type: Original Article
- Published: 20 October 2010
- Pages: 162 - 175
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An empirical analysis of short-biased hedge funds’ risk-adjusted performance: A panel approach
Authors
- Greg N Gregoriou
- Razvan Pascalau
- Content type: Original Article
- Published: 20 October 2010
- Pages: 176 - 190
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The jump-start effect in return series of long/short equity hedge funds
Authors
- Jan Viebig
- Thorsten Poddig
- Content type: Original Article
- Published: 20 October 2010
- Pages: 191 - 211
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The options-based model of target zone and its application to the French franc
Authors
- Anna Naszodi
- Content type: Original Article
- Published: 20 October 2010
- Pages: 212 - 218
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Portfolio insurance with a dynamic floor
Authors
- Huai-I Lee
- Hsinan Hsu
- Min-Hsien Chiang
- Content type: Original Article
- Published: 20 October 2010
- Pages: 219 - 230