TABLE OF CONTENTS
Volume 13, Issue 1 (May 2007)
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Editorial
Editorial
Stephen E Satchell
J deriv hedge funds 13: 1; doi:10.1057/palgrave.jdhf.1850057
Papers
Value at risk, GARCH modelling and the forecasting of hedge fund return volatility
Roland Füss, Dieter G Kaiser and Zeno Adams
J deriv hedge funds 13: 2-25; doi:10.1057/palgrave.jdhf.1850048
Hybrid securities and commodity swaps; tools to hedge risk in emerging stock markets: Theoretical approach
Naser I Abumustafa
J deriv hedge funds 13: 26-32; doi:10.1057/palgrave.jdhf.1850060
Risk analysis, reporting and control of equity trading exposure: Viable applications to the Mexican financial markets
Mazin A M Al Janabi
J deriv hedge funds 13: 33-58; doi:10.1057/palgrave.jdhf.1850059
A new use for single stock futures
Paul Dawson
J deriv hedge funds 13: 59-65; doi:10.1057/palgrave.jdhf.1850058
Great in practice, not in theory: An empirical examination of covered call writing
Michael L McIntyre and David Jackson
J deriv hedge funds 13: 66-79; doi:10.1057/palgrave.jdhf.1850063
