Journal of Derivatives & Hedge Funds

Editorial
pp. 1-1(1)
Author: Satchell, Stephen E

Value at risk, GARCH modelling and the forecasting of hedge fund return volatility
pp. 2-25(24)
Authors: Füss, Roland; Kaiser, Dieter G; Adams, Zeno

Hybrid securities and commodity swaps; tools to hedge risk in emerging stock markets: Theoretical approach
pp. 26-32(7)
Author: Abumustafa, Naser I

Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets
pp. 33-58(26)
Author: Al Janabi, Mazin A M

A new use for single stock futures
pp. 59-65(7)
Author: Dawson, Paul

Great in practice, not in theory: An empirical examination of covered call writing
pp. 66-79(14)
Authors: McIntyre, Michael L; Jackson, David

Exchange New Product News
pp. 80-86(7)