The Journal of Derivatives

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The Time Dimension of Volatility: Implications for Option Strategy Design
Joanne M. Hill

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 97-109; DOI: https://doi.org/10.3905/jod.2022.1.152
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Applications of FX Derivatives in Active Currency Risk Management
Frank J. Fabozzi and Suprita Vohra

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 168-191; DOI: https://doi.org/10.3905/jod.2022.1.157
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Handling the Use of Derivatives in Performance Attribution
Bruce J. Feibel

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 121-138; DOI: https://doi.org/10.3905/jod.2022.1.154
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Do Options Belong in the Portfolios of Individual Investors?
Victor Haghani, Vladimir Ragulin and James White

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 13-38; DOI: https://doi.org/10.3905/jod.2022.1.145
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Option Pricing Models: From Black-Scholes-Merton to Present
Ahmet K. Karagozoglu

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 61-80; DOI: https://doi.org/10.3905/jod.2022.1.158
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Tail Risk Hedging in a Low-Rate Environment
Robert L. Harlow, Stefan Hubrich and Sébastien Page

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 110-120; DOI: https://doi.org/10.3905/jod.2022.1.150
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Practical Application of Derivatives in Asset Management
Cathy Scott

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 6-7; DOI: https://doi.org/10.3905/jod.2022.29.4.006
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Taxes and Derivatives: An Investor’s Perspective
Paul Bouchey, Benjamin T. Hood, Andrea S. Kramer and Clint Talmo

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 139-151; DOI: https://doi.org/10.3905/jod.2022.1.149
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A Primer on Hedging with Stock Index Futures
Frank J. Fabozzi and Francesco A. Fabozzi

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 39-60; DOI: https://doi.org/10.3905/jod.2022.1.159
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Application of Credit Derivatives in Portfolio Management
Sameer Kackar and Kelly Rogal

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 81-96; DOI: https://doi.org/10.3905/jod.2022.1.146

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