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The Center for International Securities and Derivatives Markets (CISDM) seeks to enhance the understanding of the field of alternative investments through research, education, and networking opportunities for our member donors, industry professionals and academics.

 

Past Research

Title

Author

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Hedge Funds: The Living and the Dead

Bing Liang

86kb

Performance of Best of Breed Mutual Funds: Academic Evidence

H. Kazemi, T. Schneeweis

315kb

The LMEX and Asset Allocation: The Economic Foundations for Investment in Base Metals"

T. Schneeweis, R. Spurgin, G. Georgiev

552kb

The Benefits of the LME Index for Active Trading

T. Schneeweis, R. Spurgin

199kb

Asset Allocation: Introduction

H. Kazemi, G. Martin

133kb

Asset Allocation: Optimization

H. Kazemi, G. Martin

331kb

Asset Allocation: Tracking Error

H. Kazemi, G. Martin

360kb

The Evolution Of Stock Trading in Poland

N.J Lacey, M. Dey

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The Market Performance of the Shares of Bankrupt Firms

Ben Branch, P. Russell

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Empirical Estimation of Riskless Rate Process in an Arbitrage-Free Framework

B. Salazar, H. Kazemi

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Estimating the Degree of Risk Aversion from Option Prices

B. Salazar, H. Kazemi

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A Price Deflator Approach to the Pricing of Interest Rate Derivatives

B. Salazar, H. Kazemi

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An Equilibrium-Based Asset Allocation Model

U. Warotamasikkhadit, H. Kazemi

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Term Structure of Interest Rates and Valuation of Derivatives in a Two-Country Monetary Model: A Cash-in-Advance Framework

U. Warotamasikkhadit, H. Kazemi

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Information Arrival and Real Investment

N. Kapadia

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CISDM Hedge Fund/CTA Database

Hedge Fund/CTA Indices

CAIA
The Chartered Alternative Investment Analyst Program

The Journal of Alternative Investments
The Journal of Alternative Investments