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 16, issue 1, May 2010
5 articles in this issue
-
-
Did Amaranth's absolute, relative and extreme positions affect natural gas futures prices, spreads and volatilities?
Authors
- John E Marthinsen
- Yunwei Gai
- Content type: Original Article
- Published: 03 May 2010
- Pages: 9 - 21
-
Hedge fund return specification with errors-in-variables
Authors
- Alain Coën
- Georges Hübner
- Aurélie Desfleurs
- Content type: Original Article
- Published: 20 June 2010
- Pages: 22 - 52
-
Higher moment diversification benefits of hedge fund strategy allocation
Authors
- Mikael Haglund
- Content type: Original Article
- Published: 03 May 2010
- Pages: 53 - 69
-
Revisiting the Black–Litterman model: The case of hedge funds
Authors
- Maher Kooli
- Margaux Selam
- Content type: Original Article
- Published: 03 May 2010
- Pages: 70 - 81