Volume 25, Issue 6, October 2024
Table of Content
Special Issue : Derivatives Applications for Portfolio Management
Editorial
Introduction to the special issue on derivative applications in asset management
Marielle de Jong
Original Article
Derivative applications to asset allocation and multi-asset management
William Cazalet, Dimitri Curtil, Frank J. Fabozzi, Scott Hixon, Alexander Rudin, Rahul Sathyajit, James Stavena, Shubham Upadhyay
Article
Applications of derivatives for portfolio risk management
Vineer Bhansali, Frank J. Fabozzi, Robert Harlow, Adam Kobor, Joseph Niehaus, Christopher Small, Andrew Weisman
Article
Applications of stock index options for income enhancement
John Burrello, Frank J. Fabozzi, Han Liang, Anil Sood, Kari Vatanen
Original Article
Applications of equity derivatives to portfolio management
Eddie C. Cheng, Frank J. Fabozzi, Robert Harlow, Wai Lee, Shaojun Zhang
Original Article
Applications of FX derivatives to portfolio management
Redouane Elkamhi, Frank J. Fabozzi, Jacky S. H. Lee, Marco Salerno, Kari Vatanen, Suprita Vohra
Article
Applications of CDS to bond portfolio management
Johan Duyvesteyn, Marielle de Jong, Frank J. Fabozzi, Patrick Houweling, Lodewijk van der Linden
