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Publications
LIQUIDITY
Hedging Liquidity Risk: Potential Solutions for Hedge Funds (2007)
Dr. Ranjan Bhaduri, Dr. Gunter Meissner,
and James Youn
Liquidity Buckets, Liquidity Indices, Liquidity Duration and their Applications to Hedge Funds (2008)
Dr. Ranjan Bhaduri and Christopher Art
PORTFOLIO CONSTRUCTION
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
RISK MANAGEMENT
A Best Practice Protocol for the Risk Measurement of a Portfolio of Hedge Funds (2019)
Dr. Shubeur Rahman & Dr. Ranjan Bhaduri
ALTERNATIVE INVESTMENT STRATEGIES
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
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
ASSORTED
MATHEMATICS
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