Journal of Derivatives & Hedge Funds

The validity of variance and volatility swaps
pp. 87-87(1)
Author: Satchell, Stephen E

Funds of funds versus simple portfolios of hedge funds: A comparative study of persistence in performance
pp. 88-106(19)
Authors: Gregoriou, Greg N; Hübner, Georges; Papageorgiou, Nicolas; Douglas Rouah, Fabrice

Pricing, value-at-risk and dynamic properties of re-settable strike-price puts
pp. 107-124(18)
Authors: McIntyre, Michael L; Jackson, David

The beta puzzle revisited: A panel study of hedge fund returns
pp. 125-146(22)
Authors: Racicot, François-Éric; Théoret, Raymond

A new proposal for collection and generation of information on financial institutions' risk: The case of derivatives
pp. 147-169(23)
Authors: Vivan, Gilneu F A; Tabak, Benjamin M

Option returns versus asset-pricing theory: Evidence from the European option market
pp. 170-176(7)
Author: Wilkens, Sascha

Exchange New Product News
pp. 177-180(4)

OPTION PRICING MODELS & VOLATILITY USING EXCEL^®-VBA
pp. 181-183(3)
Authors: Racicot, François-Éric; Théoret, Raymond