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The Journal of Trading
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The Journal of Trading

The Journal of Trading

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Table of Contents

Spring 2006; Volume 1,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Brian R Bruce
    The Journal of Trading Spring 2006, 1 (2) 5; DOI: https://doi.org/10.3905/jot.2006.628200

Primary Article

  • You have access
    Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis
    Keith H. Black
    The Journal of Trading Spring 2006, 1 (2) 6-15; DOI: https://doi.org/10.3905/jot.2006.628190
  • You have access
    Using Dynamic Programming to Optimally Rebalance Portfolios
    Walter Sun, Ayres Fan, Li-Wei Chen, Tom Schouwenaars and Marius A. Albota
    The Journal of Trading Spring 2006, 1 (2) 16-27; DOI: https://doi.org/10.3905/jot.2006.628191
  • You have access
    Incorporating Trading Strategies in the Black-Litterman Framework
    Frank J. Fabozzi, Sergio M. Focardi and Petter N. Kolm
    The Journal of Trading Spring 2006, 1 (2) 28-37; DOI: https://doi.org/10.3905/jot.2006.628192
  • You have access
    VWAP and Volume Profiles
    Dana D. Hobson
    The Journal of Trading Spring 2006, 1 (2) 38-42; DOI: https://doi.org/10.3905/jot.2006.628193
  • You have access
    The Impact of an Increase in Volatility on Trading Costs
    Dmitry Rakhlin and George Sofianos
    The Journal of Trading Spring 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
  • You have access
    Currency Derivative Markets Landscape
    John W. Labuszewski
    The Journal of Trading Spring 2006, 1 (2) 51-61; DOI: https://doi.org/10.3905/jot.2006.628195
  • You have access
    Survivorship Bias in the Development of Equity Trading Systems
    Thomas Neal Falkenberry
    The Journal of Trading Spring 2006, 1 (2) 62-68; DOI: https://doi.org/10.3905/jot.2006.628196
  • You have access
    Trading on Electronic versus Floor-based Markets
    Jeffrey W. Smith
    The Journal of Trading Spring 2006, 1 (2) 69-75; DOI: https://doi.org/10.3905/jot.2006.628197
  • You have access
    Against the Duopoly
    Joshua Galper
    The Journal of Trading Spring 2006, 1 (2) 76-79; DOI: https://doi.org/10.3905/jot.2006.628198
  • You have access
    Risk Isolation Using Market Neutral Strategy
    Darren Clifford
    The Journal of Trading Spring 2006, 1 (2) 80-82; DOI: https://doi.org/10.3905/jot.2006.628199
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In this issue

The Journal of Trading
Vol. 1, Issue 2
Spring 2006
  • Table of Contents
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