Journal of Derivatives & Hedge Funds

Editorial
pp. 69-69(1)
Author: Satchell, Steve

Amaranth advisors and the FERC's regulatory authority
pp. 70-77(8)
Authors: Cuillerier, Ian; Fleitas, Katrina

Option pricing and hedging bounds in incomplete markets
pp. 78-89(12)
Author: Hao, Tao

What correlation does not tell you about hedge funds: A factor approach to hedge fund correlations
pp. 90-101(12)
Authors: Bacmann, Jean-François; Jeanneret, Pierre; Scholz, Stefan

Hedge funds and higher moment portfolio selection
pp. 102-126(25)
Authors: Bergh, Greg; van Rensburg, Paul

The lifecycle of hedge funds
pp. 127-149(23)
Author: Kaiser, Dieter

Alternative theoretical models for ESOs valuation: Further evidence
pp. 150-155(6)
Authors: Pagani, Marco; Pantos, Themis D

Exchange New Product News
pp. 156-158(3)