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Keywords: Derivatives
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Journal Articles
Critical Finance Review (2025) 14 (1): 27–64.
Published: 19 March 2025
...Paul Calluzzo; Fabio Moneta; Selim Topaloglu We study the allowance and use of derivatives, leverage, and illiquid assets by mutual funds. We observe that an increasing number of funds are granted access to these complex instruments over our sample period. In contrast to previous studies, we find...
Includes: Supplementary data
Journal Articles
Critical Finance Review (2020) 9 (1-2): 115–155.
Published: 11 June 2020
...-1504, and the Chicago Mercantile Exchange. Augustin acknowledges financial support from the Institute of Financial Mathematics of Montreal (IFM2) and from the Canadian Derivatives Institute (CDI). © 2020 P. Augustin, M. Brenner, J. Hu, and M. G. Subrahmanyam 2020 P. Augustin, M. Brenner, J. Hu...

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