FREE ARTICLES

Palgrave Macmillan and the editorial team have selected this set of papers from the archive of the journal to give a representative sample of the best of our content.

These papers, listed in chronological order, are available free to read and download.

For more information about the journal visit www.palgrave-journals.com/jdhf.

  1. Value at risk, GARCH modelling and the forecasting of hedge fund return volatility FREE

    Roland Füss, Dieter G Kaiser and Zeno Adams

    Abstract | Full Text

  2. A new use for single stock futures FREE

    Paul Dawson

    Abstract | Full Text

  3. Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets  FREE

    Mazin A M Al Janabi

    Abstract | Full Text

  4. Accounting for electricity derivatives under IAS 39  FREE

    Patrícia Teixeira Lopes

    Abstract | Full Text

  5. The pricing of convertible bonds within the Tsiveriotis and Fernandes framework with exogenous credit spread: Empirical analysis FREE

    Victor Gushchin; Erwan Curien

    Abstract | Full Text

  6. Great in practice, not in theory: An empirical examination of covered call writing FREE

    Michael L McIntyre, David Jackson

    Abstract | Full Text

  7. Option returns versus asset-pricing theory: Evidence from the European option market FREE

    Sascha Wilkens

    Abstract | Full Text

  8. Delegated portfolio management: Are hedge fund fees too high? FREE

    Francois-Serge Lhabitant

    Abstract | Full Text

  9. Do asymmetric risk metrics influence performance persistence? FREE

    Luis Ferruz, José Luis Sarto, Laura Andreu

    Abstract | Full Text

  10. The beta puzzle revisited: A panel study of hedge fund returns FREE

    François-Éric Racicot and Raymond Théoret

    Abstract | Full Text