Derivatives and Hedge Funds
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18
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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

2016 ◽  
pp. 253-268
Author(s):  
Michael L. McIntyre ◽  
David Jackson
Keyword(s):  
Empirical Examination ◽  
Covered Call

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

2016 ◽  
pp. 3-19
Author(s):  
Bernd Scherer
Keyword(s):  
Diversified Portfolio

Modeling Autocallable Structured Products

2016 ◽  
pp. 323-344
Author(s):  
Geng Deng ◽  
Joshua Mallett ◽  
Craig McCann
Keyword(s):  
Structured Products

Sovereign Wealth Funds-Investment Strategies and Financial Distress

2016 ◽  
pp. 298-322
Author(s):  
Raphael W. Lam ◽  
Marco Rossi
Keyword(s):  
Financial Distress ◽  
Investment Strategies ◽  
Sovereign Wealth Funds

A Primer on Structured Finance

2016 ◽  
pp. 72-90
Author(s):  
Andreas A. Jobst
Keyword(s):  
Structured Finance

The Performance Persistence of Equity Long/Short Hedge Funds

2016 ◽  
pp. 218-239
Author(s):  
Samuel Manser ◽  
Markus M. Schmid
Keyword(s):  
Hedge Funds ◽  
Performance Persistence

The Characteristics and Evolution of Credit Default Swap Trading

2016 ◽  
pp. 202-217
Author(s):  
Lei Meng ◽  
Owain ap Gwilym
Keyword(s):  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap

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

2016 ◽  
pp. 91-117 ◽  
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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