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Publications

LIQUIDITY

Hedging Liquidity Risk: Potential Solutions for Hedge Funds (2007)

Dr. Ranjan Bhaduri, Dr. Gunter Meissner,

and James Youn

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The Value of Liquidity (2008)

Dr. Ranjan Bhaduri and Dr. Niall Whelan

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Liquidity Buckets, Liquidity Indices, Liquidity Duration and their Applications to Hedge Funds (2008)

Dr. Ranjan Bhaduri and Christopher Art

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The Value of Liquidity and Option Timing from a

Simple Game (2009)

Dr. Ranjan Bhaduri & Dr. Niall Whelan

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PORTFOLIO CONSTRUCTION

Portfolio Management - Why Correlation Matters (2018)

Dr. Ranjan Bhaduri and Dr. Gunter Meissner

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Portfolio Construction Technique: Overlay/Underlay Alternatives Blend (2010)

Dr. Ranjan Bhaduri & Dr. Edgar Lobachevskiy

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The Elements of Portfolio Construction (2019)

Dr. Ranjan Bhaduri

Structural Alpha (2022)

Dr. Ranjan Bhaduri

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RISK MANAGEMENT

A Best Practice Protocol for the Risk Measurement of a Portfolio of Hedge Funds (2019)

Dr. Shubeur Rahman & Dr. Ranjan Bhaduri

The Journal of Alternative Investments.p

Risk Management -

Taming the Tail (2005)

Dr. Ranjan Bhaduri & Dr. Bryon Kaneshige

Portfolio Risk -
Beyond Volatility (2021)

Dr. Gunter Meissner, Dr. Ranjan Bhaduri,
Lenny Linksy, Eleanor Yuan

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ALTERNATIVE INVESTMENT STRATEGIES

Lintner Revisited - A Quantitative Analysis of Managed Futures Strategies

(2014)

Dr. Ranjan Bhaduri, Ryan Abrams,

and Elizabeth Flores

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Modelling Non-Normal CDO Returns with the Omega Function (2008)

Dr. Gunter Meissner & Dr. Ranjan Bhaduri

Cryptocurrencies (2022)

Dr. Ranjan Bhaduri, Dr. Gunter Meissner,
Pedro Villarreal

Modelling Non-Normal CDO Returns with th
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HEDGE FUNDS

Fixed Income Returns from Hedge Funds with Negative Hedge Fund Fee Structures: Valuation and Risk Analysis (2018)

Dr. Mohammad Shakourifar, Dr. Ranjan Bhaduri, Dr. Ben Djerroud, Fei Meng, Dr. David Saunders, and Dr. Luis Seco

Fixed Income Returns from Hedge Funds wi

The Truth About

Hedge Funds (2007)

Dr. Ranjan Bhaduri

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ASSORTED

All About Alpha

(2007–2011)

Dr. Ranjan Bhaduri

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Alrroya (2010 – 2011)

Dr. Ranjan Bhaduri

ESG is for Everyone (2023)

Dr. Ranjan Bhaduri, Joanna Han

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MATHEMATICS

A Uniformly Pure Spectrum and Sheaf Representations (1999)

Dr. Ranjan Bhaduri

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