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Journal of Derivatives & Hedge Funds最新文献

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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
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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
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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
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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
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引用次数: 4
An improved algorithm for cleaning Ultra High-Frequency data 一种改进的超高频数据清洗算法
Journal of Derivatives & Hedge Funds Pub Date : 2010-02-01 DOI: 10.1057/JDHF.2009.16
Thanos Verousis, Owain ap Gwilym
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引用次数: 8
Did Amaranth Advisors LLC engage in interday price manipulation in the natural gas futures market? Amaranth Advisors LLC是否参与了天然气期货市场的中间价格操纵?
Journal of Derivatives & Hedge Funds Pub Date : 2010-02-01 DOI: 10.1057/JDHF.2009.23
John Marthinsen, Y. Gai
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引用次数: 5
Interpolation of forward price from liquidly traded forwards application to energy models 流动交易远期价格插值在能源模型中的应用
Journal of Derivatives & Hedge Funds Pub Date : 2010-01-29 DOI: 10.1057/JDHF.2009.18
Yassine El Qalli
{"title":"Interpolation of forward price from liquidly traded forwards application to energy models","authors":"Yassine El Qalli","doi":"10.1057/JDHF.2009.18","DOIUrl":"https://doi.org/10.1057/JDHF.2009.18","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116409571","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
Hedge fund investing: Beware of special relationships: The remorse of Beacon Hill Asset Management Investors 对冲基金投资:谨防特殊关系:灯塔山资产管理投资者的悔恨
Journal of Derivatives & Hedge Funds Pub Date : 2010-01-29 DOI: 10.1057/JDHF.2009.22
M. R. Muhtaseb
{"title":"Hedge fund investing: Beware of special relationships: The remorse of Beacon Hill Asset Management Investors","authors":"M. R. Muhtaseb","doi":"10.1057/JDHF.2009.22","DOIUrl":"https://doi.org/10.1057/JDHF.2009.22","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125400512","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: 0
Market timing and issue type effects on the performance of Mexican American depository receipts listed on the New York stock exchange 市场时机和发行类型对在纽约证券交易所上市的墨西哥美国存托凭证业绩的影响
Journal of Derivatives & Hedge Funds Pub Date : 2009-10-09 DOI: 10.1057/JDHF.2009.15
S. Elliott, Mark Schaub
{"title":"Market timing and issue type effects on the performance of Mexican American depository receipts listed on the New York stock exchange","authors":"S. Elliott, Mark Schaub","doi":"10.1057/JDHF.2009.15","DOIUrl":"https://doi.org/10.1057/JDHF.2009.15","url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"71 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2009-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133474813","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
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