Index by author

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  Against the Duopoly

  Joshua Galper

  The Journal of Trading Spring 2006, 1 (2) 76-79; DOI: https://doi.org/10.3905/jot.2006.628198
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  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