Publications

LIQUIDITY

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

Dr. Ranjan Bhaduri, Dr. Gunter Meissner,

and James Youn

Hedging Liquidity Risk.png

The Value of Liquidity (2008)

Dr. Ranjan Bhaduri and Dr. Niall Whelan

Photo 2020-09-21 19 00 37.png

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

Dr. Ranjan Bhaduri and Christopher Art

Liquidity Buckets, Liquidity Indices.png

The Value of Liquidity and Option Timing from a

Simple Game (2009)

Dr. Ranjan Bhaduri

The Value of Liquidity and Option Timing

PORTFOLIO CONSTRUCTION

Portfolio Management - Why Correlation Matters (2018)

Dr. Ranjan Bhaduri and Dr. Gunter Meissner

Portfolio Management.png

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

Dr. Ranjan Bhaduri & Dr. Edgar Lobachevskiy

Portfolio Construction Technique.png

The Elements of Portfolio Construction (2019)

Dr. Ranjan Bhaduri

The Elements of Portfolio Construction.p

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

Risk Management.png

ALTERNATIVE INVESTMENT STRATEGIES

Lintner Revisited - A Quantitative Analysis of Managed Futures Strategies

(2014)

Dr. Ranjan Bhaduri, Ryan Abrams,

and Elizabeth Flores

Lintner Revisited.jpeg

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

Dr. Gunter Meissner & Dr. Ranjan Bhaduri

Modelling Non-Normal CDO Returns with th

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

The Truth About Hedge Funds.png

ASSORTED

All About Alpha

(2007–2011)

Dr. Ranjan Bhaduri

AllAboutAlpha_2.png

Alrroya (2010 – 2011)

Dr. Ranjan Bhaduri

Alrroya.jpeg

MATHEMATICS

A Uniformly Pure Spectrum and Sheaf Representations (1999)

Dr. Ranjan Bhaduri

A-Uniformly-Pure-Spectrum-and-Sheaf-Repr