Journal of Derivatives & Hedge Funds

Tax treatment of subsidiary profits for Irish registered companies
pp. 89-90(2)
Authors: O'Donnell, Brian

Fund of hedge funds portfolio selection: A multiple-objective approach
pp. 91-115(25)
Authors: Davies, Ryan J; Kat, Harry M; Lu, Sa

Intraday realised volatility relationships between the S&P 500 spot and futures market
pp. 116-121(6)
Author: Lafuente-Luengo, Juan A

Evaluation of pairs-trading strategy at the Brazilian financial market
pp. 122-136(15)
Author: Perlin, Marcelo Scherer

Is active currency management effective for international equity portfolios involving managed futures and hedge funds?
pp. 137-148(12)
Author: Tee, Kai-Hong

Exotic options: Boundary analyses
pp. 149-157(9)
Author: Ye, George L

Evidence on normal backwardation and forecasting theory in futures markets
pp. 158-170(13)
Authors: Lee, Jeong W; Zhang, Yilei