TABLE OF CONTENTS

Volume 13, Issue 2 (August 2007)

Editorial
Papers
Book Review
Top

Editorial

The validity of variance and volatility swaps

Stephen E Satchell

J deriv hedge funds 13: 87; doi:10.1057/palgrave.jdhf.1850072

Abstract | Full Text | PDF

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Papers

Funds of funds versus simple portfolios of hedge funds: A comparative study of persistence in performance

Greg N Gregoriou, Georges Hübner, Nicolas Papageorgiou and Fabrice Douglas Rouah

J deriv hedge funds 13: 88-106; doi:10.1057/palgrave.jdhf.1850066

Abstract | Full Text | PDF

Pricing, value-at-risk and dynamic properties of re-settable strike-price puts

Michael L McIntyre and David Jackson

J deriv hedge funds 13: 107-124; doi:10.1057/palgrave.jdhf.1850069

Abstract | Full Text | PDF

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

François-Éric Racicot and Raymond Théoret

J deriv hedge funds 13: 125-146; doi:10.1057/palgrave.jdhf.1850062

Abstract | Full Text | PDF

A new proposal for collection and generation of information on financial institutions' risk: The case of derivatives

Gilneu F A Vivan and Benjamin M Tabak

J deriv hedge funds 13: 147-169; doi:10.1057/palgrave.jdhf.1850061

Abstract | Full Text | PDF

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

Sascha Wilkens

J deriv hedge funds 13: 170-176; doi:10.1057/palgrave.jdhf.1850065

Abstract | Full Text | PDF

Exchange New Product News

J deriv hedge funds 13: 177-180; doi:10.1057/palgrave.jdhf.1850071

Abstract | Full Text | PDF

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Book Review

OPTION PRICING MODELS & VOLATILITY USING EXCEL®-VBA

Reviewed by François-Éric Racicot and Raymond Théoret

J deriv hedge funds 13: 181-183; doi:10.1057/palgrave.jdhf.1850068

Abstract | Full Text | PDF