Journal of Derivatives & Hedge Funds is now archived and no
longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.
Volume 18, issue 3, August 2012
5 articles in this issue
-
-
The role of credit default swaps and other alternative betas in hedge fund factor analysis
Authors
- Keith H Black
- Content type: Original Article
- Published: 21 June 2012
- Pages: 201 - 222
-
A primer on commodity hedge funds
Authors
- Christopher Bauer
- Thomas Heidorn
- Dieter Kaiser
- Content type: Original Article
- Published: 31 July 2012
- Pages: 223 - 235
-
Do funds follow post-earnings announcement drift?
Authors
- Umit G Gurun
- Ali Coskun
- Content type: Original Article
- Published: 31 July 2012
- Pages: 236 - 253
-
Detecting price artificiality and manipulation in futures markets: An application to Amaranth
Authors
- Atanu Saha
- Hans-Jürgen Petersen
- Content type: Original Article
- Open Access
- Published: 21 June 2012
- Pages: 254 - 271