TABLE OF CONTENTS

Volume 15, Issue 2 (August 2009)

Invited Editorial
Original Articles
Top

Invited Editorial

Tax treatment of subsidiary profits for Irish registered companies

Brian O'Donnell & Partners

J deriv hedge funds 15: 89-90; doi:10.1057/jdhf.2009.3

Abstract | Full Text | PDF

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Original Articles

Fund of hedge funds portfolio selection: A multiple-objective approach

Ryan J Davies, Harry M Kat and Sa Lu

J deriv hedge funds 15: 91-115; doi:10.1057/jdhf.2009.1

Abstract | Full Text | PDF

Intraday realised volatility relationships between the S&P 500 spot and futures market

Juan A Lafuente-Luengo

J deriv hedge funds 15: 116-121; doi:10.1057/jdhf.2009.8

Abstract | Full Text | PDF

Evaluation of pairs-trading strategy at the Brazilian financial market

Marcelo Scherer Perlin

J deriv hedge funds 15: 122-136; doi:10.1057/jdhf.2009.4

Abstract | Full Text | PDF

Is active currency management effective for international equity portfolios involving managed futures and hedge funds?

Kai-Hong Tee

J deriv hedge funds 15: 137-148; doi:10.1057/jdhf.2009.7

Abstract | Full Text | PDF

Exotic options: Boundary analyses

George L Ye

J deriv hedge funds 15: 149-157; doi:10.1057/jdhf.2009.5

Abstract | Full Text | PDF

Evidence on normal backwardation and forecasting theory in futures markets

Jeong W Lee and Yilei Zhang

J deriv hedge funds 15: 158-170; doi:10.1057/jdhf.2009.6

Abstract | Full Text | PDF