Journal of Derivatives and Hedge Funds

Macmillan Publishers Limited

ABDC C

Recent paperssorted by most recent

Paper	Year	Citations
Option pricing: Very simple formulas Moawia Alghalith	2014	5 citations
Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis François‐Éric Racicot & Raymond Théoret	2014	5 citations
Persistence of volatility of sovereign credit risk in presence of structural breaks Geoffrey Ngene et al.	2014	4 citations
Option pricing with a dynamic fat-tailed model Sofiane Aboura et al.	2014	4 citations
A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options Pierre Rostan et al.	2014	3 citations
Guaranteed stop orders as portfolio insurance – An analysis for the German stock market Jonathan Josef Leicht & Andreas Rathgeber	2014	3 citations
Can turnover go to zero? Zura Kakushadze	2014	3 citations
Risk aversion, bank funding risk and futures hedging Sudhakar Raju	2014	2 citations
Novel no-arbitrage conditions for options written on defaultable assets Greg Orosi	2014	2 citations
Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market Варвара Назарова	2014	2 citations
Improved lower bounds of call options written on defaultable assets Greg Orosi	2014	2 citations
On the liquidity of CAC 40 index options market Alain François-Heude & Ouidad Yousfi	2014	2 citations
Editorial Steve Satchell	2014	1 citations
Dual directional structured products Geng Deng et al.	2014	1 citations
Trading in option contracts before large price changes: A comparative study of US and UK markets Emilios Galariotis et al.	2014	1 citations
How many managers? The impact of manager selection skill and fund size Barry A Wintner et al.	2014	0 citations
The relation between manager description and fund performance Evidence from emerging market hedge funds Jarkko Peltomäki	2014	0 citations
Pairs trading: A copula approach Rong Qi Liew & Yuan Wu	2013	71 citations
The procyclicality of hedge fund alpha and beta François‐Éric Racicot & Raymond Théoret	2013	21 citations
Determinants of credit default swaps spreads in European and Asian markets M. Kabir Hassan et al.	2013	13 citations

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