书目名称 | Derivatives and Hedge Funds |
编辑 | Stephen Satchell (Professor of Finance) |
视频video | http://file.papertrans.cn/269/268136/268136.mp4 |
图书封面 |  |
描述 | Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products. |
出版日期 | Book 2016 |
关键词 | Derivative; hedge fund; Frictional cost; diversification; CTAs; diversified portfolio; crude oil; markets; t |
版次 | 1 |
doi | https://doi.org/10.1057/9781137554178 |
isbn_ebook | 978-1-137-55417-8 |
copyright | The Editor(s) (if applicable) and The Author(s) 2016 |