ABOUT THE JOURNAL

Top

Aims and scope of journal

Journal of Derivatives & Hedge Funds
(formerly Derivatives Use, Trading & Regulation)

Reflecting the complexity of the derivatives market and the explosive growth in hedge funds, as of Volume 13 (May 2007) Derivatives Use, Trading & Regulation (DUTR) will be re-titled the Journal of Derivatives & Hedge Funds (JDHF).

Launched in 1996, DUTR’s strength and reputation has been built on its specific focus; the trading, legal and other derivative issues not covered by the other more mathematically oriented journals. Whilst maintaining this focus, the enormous growth in hedge funds has led to a number of new issues, prompting the development in the journal’s content and the change to its title.

The hedge fund industry has many challenges to deal with, not least transparency, liquidity risk and risk management control. There are also other pressing issues which are now central to the day-to-day use of derivatives and hedge funds and key topics that institutional and high net worth investors need to address, including:

  • the problems of survivorship bias
  • performance issues
  • hedge fund survival
  • benchmark construction
  • techniques for building funds of funds
  • hedge fund asset allocation decisions

Journal of Derivatives & Hedge Funds maps these latest changes and challenges. Its expert analysis keeps subscribers informed and up-to-date in this fast-moving market.

Ideas with real practical relevance

The Journal of Derivatives & Hedge Funds provides a unifying forum for the exchange of ideas and information between industry practitioners, academic researchers and money managers across the US, Europe and Asia. Articles come from some of the world’s leading experts - high level thinking from top practitioners in business and academia.

Regular features

In addition to peer reviewed articles, each issue of JDHF covers:

  • New and emerging trends in derivatives trading including:
    • credit derivatives
    • intra-day margining
    • exchange-traded derivatives standards
    • direct market access
    • cross asset trading
    • risk management
  • Regulation in the hedge fund industry and due diligence
  • New product launches
  • Global issues in hedge funds along with global industry updates
  • Trading strategies for hedge funds, commodities/managed futures
  • Liquidity and transparency issues for hedge funds
  • New quantitative techniques
Top

Abstracted/indexed in

Journal of Derivatives & Hedge Funds is abstracted and indexed in:

Top

ISSN and eISSN

The international standard serial number (ISSN) for Journal of Derivatives & Hedge Funds is 1753-9641 and the electronic international standard serial number (eISSN) is 1753-965X.

Top

Editors

Journal of Derivatives & Hedge Funds is edited by Dr Stephen Satchell, a fellow of Trinity College, a Reader in Financial Econometrics at Cambridge University and a Visiting Professor at Cass Business School, London. His specialities are finance and econometrics, on which he has written at least 80 papers. An academic advisor and consultant to a wide range of financial institutions covering such areas as actuarial valuation, asset management, risk management and strategy design, Dr Satchell has doctorates from the Universities of Cambridge and London.

The Hedge Fund Editor is Greg Gregoriou, Professor of Finance at State University of New York (Plattsburgh), USA.

They are supported by an eminent international Editorial Board, consisting of leading specialists from industry, consultancy and academia.