TABLE OF CONTENTS
Volume 12, Issue 3 (November 2006)
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Invited Editorial
CDOs cubed: The first-ever triple derivative
Russ Ray
J deriv hedge funds 12: 183-189; doi:10.1057/palgrave.dutr.1850038
Derivatives Use
Time lags in fund of funds
Christine Louargant, Luc Neuberg and Virginie Terraza
J deriv hedge funds 12: 190-199; doi:10.1057/palgrave.dutr.1850039
The distribution of realised volatility: Evidence of normality and long memory in UK bond futures
David G McMillan and Alan E H Speight
J deriv hedge funds 12: 200-208; doi:10.1057/palgrave.dutr.1850040
Survival of micro hedge funds
Greg N Gregoriou
J deriv hedge funds 12: 209-218; doi:10.1057/palgrave.dutr.1850041
Performance metrics for Spanish investment funds
Luis Ferruz, Christian Pedersen and José L Sarto
J deriv hedge funds 12: 219-227; doi:10.1057/palgrave.dutr.1850043
Risk management for derivatives
Frances Cowell
J deriv hedge funds 12: 228-243; doi:10.1057/palgrave.dutr.1850044
Derivatives Trading
Information embedded in the trading volume of currency options
Yaffa Machnes
J deriv hedge funds 12: 244-249; doi:10.1057/palgrave.dutr.1850042
Foreign exchange hedging in Chile
Jorge A Chan-Lau
J deriv hedge funds 12: 250-267; doi:10.1057/palgrave.dutr.1850045
