Journal of Derivatives & Hedge Funds
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Editorial
http://dx.doi.org/10.1057/jdhf.2014.24
EditorialSteve Satchelldoi:10.1057/jdhf.2014.24Journal of Derivatives & Hedge Funds 20, 199 (November 2014)Journal of Derivatives & Hedge FundsNovel no-arbitrage conditions for options written on defaultable assets
http://dx.doi.org/10.1057/jdhf.2014.19
Novel no-arbitrage conditions for options written on defaultable assetsoptionarbitragelower boundsdefaultmarket efficiencyGreg Orosidoi:10.1057/jdhf.2014.19Journal of Derivatives & Hedge Funds 20, 201 (November 2014)Journal of Derivatives & Hedge FundsProcyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
http://dx.doi.org/10.1057/jdhf.2014.20
Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisisKalman filterhedge fundsdiversificationprocyclicalitycross-sectional dispersion measuresMGARCHFrançois-Éric RacicotRaymond Théoretdoi:10.1057/jdhf.2014.20Journal of Derivatives & Hedge Funds 20, 207 (November 2014)September 11, 2014Journal of Derivatives & Hedge FundsSeptember 11, 2014Risk aversion, bank funding risk and futures hedging
http://dx.doi.org/10.1057/jdhf.2014.21
Risk aversion, bank funding risk and futures hedginghedgingfuturesfunding riskrisk aversionSudhakar Rajudoi:10.1057/jdhf.2014.21Journal of Derivatives & Hedge Funds 20, 241 (November 2014)September 25, 2014Journal of Derivatives & Hedge FundsSeptember 25, 2014Guaranteed stop orders as portfolio insurance – An analysis for the German stock market
http://dx.doi.org/10.1057/jdhf.2014.22
Guaranteed stop orders as portfolio insurance – An analysis for the German stock marketstop loss orderguaranteed stop loss orderoption pricingLévy processJonathan Josef LeichtAndreas W Rathgeberdoi:10.1057/jdhf.2014.22Journal of Derivatives & Hedge Funds 20, 257 (November 2014)Journal of Derivatives & Hedge Funds