Publications

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

Dr. Ranjan Bhaduri, Dr. Gunter Meissner,

and James Youn

The Value of Liquidity (2008)

Dr. Ranjan Bhaduri and Dr. Niall Whelan

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

Dr. Ranjan Bhaduri and Christopher Art

The Value of Liquidity and Option Timing from a

Simple Game (2009)

Dr. Ranjan Bhaduri

Portfolio Management - Why Correlation Matters (2018)

Dr. Ranjan Bhaduri and Dr. Gunter Meissner

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

Dr. Ranjan Bhaduri & Dr. Edgar Lobachevskiy

The Elements of Portfolio Construction (2019)

Dr. Ranjan Bhaduri

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

Dr. Shubeur Rahman & Dr. Ranjan Bhaduri

Risk Management -

Taming the Tail (2005)

Dr. Ranjan Bhaduri & Dr. Bryon Kaneshige

Lintner Revisited - A Quantitative Analysis of Managed Futures Strategies

(2014)

Dr. Ranjan Bhaduri, Ryan Abrams,

and Elizabeth Flores

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

Dr. Gunter Meissner & Dr. Ranjan Bhaduri

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

The Truth About

Hedge Funds (2007)

Dr. Ranjan Bhaduri

All About Alpha

(2007–2011)

Dr. Ranjan Bhaduri

Alrroya (2010 – 2011)

Dr. Ranjan Bhaduri

A Uniformly Pure Spectrum and Sheaf Representations (1999)

Dr. Ranjan Bhaduri