Table of Contents

Primary Article

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  Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics

  Thomas Schneeweis and Richard B Spurgin

  The Journal of Alternative Investments Fall 1998, 1 (2) 1-24; DOI: https://doi.org/10.3905/jai.1998.407852
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  Naive and Optimal Diversification for Managed Futures

  Thomas Henker and George A. Martin

  The Journal of Alternative Investments Fall 1998, 1 (2) 25-39; DOI: https://doi.org/10.3905/jai.1998.407853
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  Classification of Commodity Trading Advisors Using Maximum Likelihood Factor Analysis

  Todor Mitev

  The Journal of Alternative Investments Fall 1998, 1 (2) 40-46; DOI: https://doi.org/10.3905/jai.1998.407849
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  Unraveling the Closed-End Country Fund Discount Puzzle

  Gordon Johnson and Sudhir Nanda

  The Journal of Alternative Investments Fall 1998, 1 (2) 47-59; DOI: https://doi.org/10.3905/jai.1998.407856
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  Distressed Investor Performance

  Philip Russel and Ben S Branch

  The Journal of Alternative Investments Fall 1998, 1 (2) 60-65; DOI: https://doi.org/10.3905/jai.1998.407850
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  Skewness in Asset Returns

  George A. Martin and Richard B Spurgin

  The Journal of Alternative Investments Fall 1998, 1 (2) 66-75; DOI: https://doi.org/10.3905/jai.1998.407854
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  Evidence of Superior Performance Persistence in Hedge Funds

  Thomas Schneeweis

  The Journal of Alternative Investments Fall 1998, 1 (2) 76-79; DOI: https://doi.org/10.3905/jai.1998.407851
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  The Usefulness of the Web in Obtaining Futures/Options Exchange-Based Investment Information

  Kristaps Licis

  The Journal of Alternative Investments Fall 1998, 1 (2) 80-83; DOI: https://doi.org/10.3905/jai.1998.407855