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 4, February 2011
6 articles in this issue
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Commodity models and investment under uncertainty: The optimal contract determination
Authors
- Javier Población
- Content type: Original Article
- Published: 19 January 2011
- Pages: 240 - 252
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Effects of full collateralization in commodity futures investments
Authors (first, second and last of 4)
- Joshua D Woodard
- Thorsten M Egelkraut
- Joost M E Pennings
- Content type: Original Article
- Published: 19 January 2011
- Pages: 253 - 266
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One-size or tailor-made performance ratios for ranking hedge funds?
Authors (first, second and last of 4)
- Martin Eling
- Simone Farinelli
- Luisa Tibiletti
- Content type: Original Article
- Published: 19 January 2011
- Pages: 267 - 277
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A new empirical version of the Fama and French model based on the Hausman specification test: An application to hedge funds
Authors
- François-Éric Racicot
- Raymond Théoret
- Alain Coën
- Content type: Original Article
- Published: 19 January 2011
- Pages: 278 - 302
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The valuation of multivariate equity options by means of copulas: Theory and application to the European derivatives market
Authors
- Ivan Slavchev
- Sascha Wilkens
- Content type: Original Article
- Published: 19 January 2011
- Pages: 303 - 318