Derivatives and Hedge Funds
Latest Publications

TOTAL DOCUMENTS

18

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Palgrave Macmillan UK

9781349558285, 9781137554178

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing

Derivatives and Hedge Funds ◽

10.1057/9781137554178_13 ◽

2016 ◽

pp. 253-268

Author(s):

Michael L. McIntyre ◽

David Jackson

Keyword(s):

Empirical Examination ◽

Covered Call

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Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio?

Derivatives and Hedge Funds ◽

10.1057/9781137554178_1 ◽

2016 ◽

pp. 3-19

Author(s):

Bernd Scherer

Keyword(s):

Diversified Portfolio

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Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market

Derivatives and Hedge Funds ◽

10.1057/9781137554178_18 ◽

2016 ◽

pp. 370-390

Author(s):

Sascha Wilkens

Keyword(s):

Interest Rate ◽

Option Pricing ◽

Options Market ◽

Mixtures Of Distributions ◽

Futures Options ◽

Interest Rate Futures

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Modeling Autocallable Structured Products

Derivatives and Hedge Funds ◽

10.1057/9781137554178_16 ◽

2016 ◽

pp. 323-344

Author(s):

Geng Deng ◽

Joshua Mallett ◽

Craig McCann

Keyword(s):

Structured Products

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Sovereign Wealth Funds-Investment Strategies and Financial Distress

Derivatives and Hedge Funds ◽

10.1057/9781137554178_15 ◽

2016 ◽

pp. 298-322

Author(s):

Raphael W. Lam ◽

Marco Rossi

Keyword(s):

Financial Distress ◽

Investment Strategies ◽

Sovereign Wealth Funds

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Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components

Derivatives and Hedge Funds ◽

10.1057/9781137554178_9 ◽

2016 ◽

pp. 187-201

Author(s):

Mohammad G. Robbani ◽

Rafiqul Bhuyan

Keyword(s):

Empirical Evidence ◽

Trading Volume ◽

Stock Index ◽

Futures And Options

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A Primer on Structured Finance

Derivatives and Hedge Funds ◽

10.1057/9781137554178_4 ◽

2016 ◽

pp. 72-90

Author(s):

Andreas A. Jobst

Keyword(s):

Structured Finance

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The Performance Persistence of Equity Long/Short Hedge Funds

Derivatives and Hedge Funds ◽

10.1057/9781137554178_11 ◽

2016 ◽

pp. 218-239

Author(s):

Samuel Manser ◽

Markus M. Schmid

Keyword(s):

Hedge Funds ◽

Performance Persistence

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The Characteristics and Evolution of Credit Default Swap Trading

Derivatives and Hedge Funds ◽

10.1057/9781137554178_10 ◽

2016 ◽

pp. 202-217

Author(s):

Lei Meng ◽

Owain ap Gwilym

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Default Swap

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Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility

Derivatives and Hedge Funds ◽

10.1057/9781137554178_5 ◽

2016 ◽

pp. 91-117 ◽

Cited By ~ 1

Author(s):

Roland Füss ◽

Dieter G. Kaiser ◽

Zeno Adams

Keyword(s):

At Risk ◽

Value At Risk ◽

Hedge Fund ◽

Return Volatility ◽

Fund Return

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