2026 Vol.10 No.32025 Vol.10 No.22024 Vol.10 No.12023 Vol.9 No.42023 Vol.9 No.32023 Vol.9 No.1/2 Free Access2022 Vol.8 No.42022 Vol.8 No.32021 Vol.8 No.22021 Vol.8 No.12020 Vol.7 No.42020 Vol.7 No.32019 Vol.7 No.22019 Vol.7 No.12018 Vol.6 No.42018 Vol.6 No.32017 Vol.6 No.22017 Vol.6 No.12016 Vol.5 No.2/3/42016 Vol.5 No.12015 Vol.4 No.3/42015 Vol.4 No.22015 Vol.4 No.12014 Vol.3 No.42014 Vol.3 No.32013 Vol.3 No.22012 Vol.3 No.12011 Vol.2 No.42011 Vol.2 No.32011 Vol.2 No.1/22010 Vol.1 No.42010 Vol.1 No.32010 Vol.1 No.22009 Vol.1 No.1

International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2013 Vol.3 No.2


Pages Title and author(s)
91-113The analysis of relative performance of London hedge funds during the financial crisis
Fabio Piluso; Ilaria L. Amerise; James P. Neelankavil
DOI: 10.1504/IJFMD.2013.057337
114-136How well do risk measurement models estimate VaR during good and bad times? Evidence from the Korean stock market
Everton Dockery; Miltiadis Efentakis
DOI: 10.1504/IJFMD.2013.057338
137-178SDF-based estimation of linear factor models with alternative loss functions
Iñaki R. Longarela
DOI: 10.1504/IJFMD.2013.057349
179-190International stock markets response to the Federal Reserve policy actions: the case of emerging MENA markets
Ahmed S. Abou-Zaid
DOI: 10.1504/IJFMD.2013.057351

 

Return to top