Table of contents

  1. Front Matter
    Pages i-xx
  2. Hedge Funds

    1. Front Matter
      Pages 1-1
    2. Ryan J. Davies, Harry M. Kat, Sa Lu
      Pages 45-71
    3. Andreas A. Jobst
      Pages 72-90
    4. Roland Füss, Dieter G. Kaiser, Zeno Adams
      Pages 91-117
    5. Christian L. Dunis, Jason Laws, Ben Evans
      Pages 140-160
    6. Roy A. Batchelor, Amir H. Alizadeh, Ilias D. Visvikis
      Pages 161-184
  3. Markets, Pricing and Products

  4. Back Matter
    Pages 391-397

About this book


Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.


Derivative hedge fund Frictional cost diversification CTAs diversified portfolio crude oil markets traders primer structured finance value risk GARCH model volatility stock market Greece gasoline crack spread bid ask spreads stock index derivatives investment Rating

Editors and affiliations

  • Stephen Satchell
    • 1
  1. 1.Sydney UniversityAustralia

Bibliographic information