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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.

 

CISDM Research 2008

Title

Author

Date

Hedge Fund Legal Structure and its Impact on Performance

Raj Gupta and Edward Szado

May 2008

Estimating Operational Risk for Hedge Funds: The ω-Score

Bing Liang, Stephen Brown, Will Goetzmann, and Chris Schwarz

May 2008

Collaring the Cube: Protection Options for a QQQ ETF Portfolio

Edward Szado and Hossein Kazemi

April 2008

Predicting Hedge Fund Failure: A Comparison of Risk Measures

Bing Liang and Hyuna Park

February 2008

Convertible Bond Arbitrage, Liquidity Externalities, and Stock Prices

Darwin Choi, Mila Getmansky, and Heather Tookes

January 2008

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