Fleming / Chicago Board Options Exchange / Fauchier Partners / Salomon / Hedge Fund Research Inc. / Lehman / Edward Jones / Goldman Sachs / /
Country
United States / United Kingdom / Scotland / /
Currency
pence / / /
Facility
Futures Industry Institute / / /
MarketIndex
S&P 500 / Russell 3000 / CompetitivenessWeighted Dollar / S&P 500 Composite / Goldman Sachs Commodity / /
Organization
Salomon Brothers Government / Futures Industry Institute / European Commission / European Finance Association / British Council / London Business School / Federal Reserve Bank / /
Person
Robert Rice / Stephen Schaefer / Lawrence Glosten / Fung / Dusan Isakov / Richard Brealey / Alfred Winslow Jones / Ian Cooper / Event Driven / William Goetzmann / David Hsieh / Stephen Brown / Richard Tarvin / Ravi Bansal / Narayan Y. Naik / Ravi Jagannathan / / /
Position
hedge fund manager / commodity trading advisors / manager / Associate Professor of Finance / major U.S. trading partners / Corresponding author / /
Characterizing Hedge Fund Risks with Buy-and-Hold and Option-Based Strategies Vikas Agarwal Narayan Y. Naik*