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Liquidity and transaction costs in the European carbon futures market 欧洲碳期货市场的流动性与交易成本
Journal of Derivatives & Hedge Funds Pub Date : 2010-08-09 DOI: 10.1057/JDHF.2010.8
A. Frino, J. Kruk, A. Lepone
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引用次数: 47
What drives the implied volatility of index options? 驱动指数期权隐含波动率的因素是什么?
Journal of Derivatives & Hedge Funds Pub Date : 2010-08-09 DOI: 10.1057/JDHF.2009.20
Pradosh Simlai
{"title":"What drives the implied volatility of index options?","authors":"Pradosh Simlai","doi":"10.1057/JDHF.2009.20","DOIUrl":"https://doi.org/10.1057/JDHF.2009.20","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130468834","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
The pricing of dividend futures in the European market: A first empirical analysis 欧洲市场股利期货定价:第一个实证分析
Journal of Derivatives & Hedge Funds Pub Date : 2010-08-09 DOI: 10.1057/JDHF.2009.21
S. Wilkens, Jens Wimschulte
{"title":"The pricing of dividend futures in the European market: A first empirical analysis","authors":"S. Wilkens, Jens Wimschulte","doi":"10.1057/JDHF.2009.21","DOIUrl":"https://doi.org/10.1057/JDHF.2009.21","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122386300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Default modeling of funds using the Generalized Pareto distribution 使用广义帕累托分布的基金默认建模
Journal of Derivatives & Hedge Funds Pub Date : 2010-08-09 DOI: 10.1057/JDHF.2010.9
M. Folpmers
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引用次数: 1
An eigenvalue approach to risk regimes in currency markets 货币市场风险机制的特征值方法
Journal of Derivatives & Hedge Funds Pub Date : 2010-08-09 DOI: 10.1057/JDHF.2010.10
P. Lequeux, M. Menon
{"title":"An eigenvalue approach to risk regimes in currency markets","authors":"P. Lequeux, M. Menon","doi":"10.1057/JDHF.2010.10","DOIUrl":"https://doi.org/10.1057/JDHF.2010.10","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133959129","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Hedge fund return specification with errors-in-variables 带有变量误差的对冲基金收益规范
Journal of Derivatives & Hedge Funds Pub Date : 2010-06-20 DOI: 10.1057/JDHF.2009.19
A. Coën, G. Hübner, A. Desfleurs
{"title":"Hedge fund return specification with errors-in-variables","authors":"A. Coën, G. Hübner, A. Desfleurs","doi":"10.1057/JDHF.2009.19","DOIUrl":"https://doi.org/10.1057/JDHF.2009.19","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133656587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
How to time the commodities markets 如何把握大宗商品市场的时机
Journal of Derivatives & Hedge Funds Pub Date : 2010-05-03 DOI: 10.1057/JDHF.2010.4
D. Basu, R. Oomen, A. Stremme
{"title":"How to time the commodities markets","authors":"D. Basu, R. Oomen, A. Stremme","doi":"10.1057/JDHF.2010.4","DOIUrl":"https://doi.org/10.1057/JDHF.2010.4","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122574934","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Did Amaranth's absolute, relative and extreme positions affect natural gas futures prices, spreads and volatilities? Amaranth的绝对、相对和极端头寸是否影响了天然气期货价格、价差和波动性?
Journal of Derivatives & Hedge Funds Pub Date : 2010-05-03 DOI: 10.1057/JDHF.2010.3
John Marthinsen, Y. Gai
{"title":"Did Amaranth's absolute, relative and extreme positions affect natural gas futures prices, spreads and volatilities?","authors":"John Marthinsen, Y. Gai","doi":"10.1057/JDHF.2010.3","DOIUrl":"https://doi.org/10.1057/JDHF.2010.3","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"70 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126241572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Revisiting the Black–Litterman model: The case of hedge funds 重新审视布莱克-利特曼模型:以对冲基金为例
Journal of Derivatives & Hedge Funds Pub Date : 2010-05-01 DOI: 10.1057/JDHF.2010.1
Maher Kooli, Margaux Selam
{"title":"Revisiting the Black–Litterman model: The case of hedge funds","authors":"Maher Kooli, Margaux Selam","doi":"10.1057/JDHF.2010.1","DOIUrl":"https://doi.org/10.1057/JDHF.2010.1","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129978244","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Sovereign wealth funds – Investment strategies and financial distress 主权财富基金——投资策略和财务困境
Journal of Derivatives & Hedge Funds Pub Date : 2010-02-01 DOI: 10.1057/JDHF.2009.25
Raphael W. K. Lam, Marco Rossi
{"title":"Sovereign wealth funds – Investment strategies and financial distress","authors":"Raphael W. K. Lam, Marco Rossi","doi":"10.1057/JDHF.2009.25","DOIUrl":"https://doi.org/10.1057/JDHF.2009.25","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"95 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134460540","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
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