TABLE OF CONTENTS
Volume 15, Issue 1 (May 2009)
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Editorial
Will derivatives processing ever be truly automated?
Mark Taylor
J deriv hedge funds 15: 1-2; doi:10.1057/jdhf.2008.26
Original Articles
Violation of lower boundary condition and market efficiency: An investigation into the Indian options market
Alok Dixit, Surendra S Yadav and P K Jain
J deriv hedge funds 15: 3-14; doi:10.1057/jdhf.2008.30
Commodity price risk management: Valuation of large trading portfolios under adverse and illiquid market settings
Mazin A M Al Janabi
J deriv hedge funds 15: 15-50; doi:10.1057/jdhf.2008.27
The performance persistence of equity long/short hedge funds
Samuel Manser and Markus M Schmid
J deriv hedge funds 15: 51-69; doi:10.1057/jdhf.2008.28
Time-varying asset allocation across hedge fund indices
Lorne N Switzer and Andrey Omelchak
J deriv hedge funds 15: 70-85; doi:10.1057/jdhf.2008.29
