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 18, issue 4, November 2012
5 articles in this issue
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Efficient hedge fund style allocations: A rules-based model
Authors
- Wolfgang Drobetz
- Dieter Kaiser
- Jasper Zimbehl
- Content type: Original Article
- Published: 09 November 2012
- Pages: 274 - 300
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Neutrality of equity market neutral strategy to period and index
Authors
- Majed R Muhtaseb
- Robert ‘Eric’ Colborn
- Content type: Original Article
- Published: 09 November 2012
- Pages: 301 - 332
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Implied transaction costs by Leland option pricing model: A new approach and empirical evidence
Authors
- Steven Li
- Mimi Hafizah Abdullah
- Content type: Original Article
- Published: 09 November 2012
- Pages: 333 - 360
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Empirical performance of a spline-based implied volatility surface
Authors
- Greg Orosi
- Content type: Original Article
- Published: 23 February 2012
- Pages: 361 - 376