↓ Skip to main content
What is this page? Embed badge

Derivatives and Hedge Funds

Overview of attention for book
Cover of 'Derivatives and Hedge Funds'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio?
  3. Altmetric Badge
    Chapter 2 Crude Oil Futures Markets: Another Look into Traders’ Positions
  4. Altmetric Badge
    Chapter 3 Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach
  5. Altmetric Badge
    Chapter 4 A Primer on Structured Finance
  6. Altmetric Badge
    Chapter 5 Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility
  7. Altmetric Badge
    Chapter 6 Index Futures Trading, Information and Stock Market Volatility: The Case of Greece
  8. Altmetric Badge
    Chapter 7 Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story
  9. Altmetric Badge
    Chapter 8 The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets
  10. Altmetric Badge
    Chapter 9 Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components
  11. Altmetric Badge
    Chapter 10 The Characteristics and Evolution of Credit Default Swap Trading
  12. Altmetric Badge
    Chapter 11 The Performance Persistence of Equity Long/Short Hedge Funds
  13. Altmetric Badge
    Chapter 12 Examination of Fund Age and Size and Its Impact on Hedge Fund Performance
  14. Altmetric Badge
    Chapter 13 Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing
  15. Altmetric Badge
    Chapter 14 Hedge Funds and Higher Moment Portfolio Selection
  16. Altmetric Badge
    Chapter 15 Sovereign Wealth Funds-Investment Strategies and Financial Distress
  17. Altmetric Badge
    Chapter 16 Modeling Autocallable Structured Products
  18. Altmetric Badge
    Chapter 17 The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns
  19. Altmetric Badge
    Chapter 18 Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market
Attention for Chapter 12: Examination of Fund Age and Size and Its Impact on Hedge Fund Performance
Altmetric Badge

Mentioned by

twitter
1 X user

Citations

dimensions_citation
1 Dimensions
Summary X Dimensions citations
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Examination of Fund Age and Size and Its Impact on Hedge Fund Performance
Chapter number 12
Book title
Derivatives and Hedge Funds
Published by
Palgrave Macmillan, London, January 2016
DOI 10.1057/9781137554178_12
Book ISBNs
978-1-349-55828-5, 978-1-137-55417-8
Authors

Meredith Jones

View on publisher site
X Demographics

X Demographics

The data shown below were collected from the profile of 1 X user who shared this research output. Click here to find out more about how the information was compiled.

This page is provided by Altmetric.