Index by author

Summer 2007; Volume 10,Issue 1

A

  1. Anson, Mark J.P

    1. Building a Hedge Fund Portfolio with Kurtosis and Skewness
      Mark J.P Anson, Ho Ho and Kurt Silberstein
      The Journal of Alternative Investments Summer 2007, 10 (1) 25-34; DOI: https://doi.org/10.3905/jai.2007.688991

B

  1. Baker, Nathaniel E.

    1. Highlights From alternative investment news
      Nathaniel E. Baker
      The Journal of Alternative Investments Summer 2007, 10 (1) 91-94; DOI: https://doi.org/10.3905/jai.2007.688996

  2. Beliaeva, Natalia A.

    1. Efficient Trees for CIR and CEV Short Rate Models
      Sanjay K. Nawalkha and Natalia A. Beliaeva
      The Journal of Alternative Investments Summer 2007, 10 (1) 71-90; DOI: https://doi.org/10.3905/jai.2007.688995

F

  1. Fabozzi, Frank J.

    1. Financial Innovations and the Shaping of Capital Markets
      Laurie S. Goodman, Douglas J. Lucas and Frank J. Fabozzi
      The Journal of Alternative Investments Summer 2007, 10 (1) 62-70; DOI: https://doi.org/10.3905/jai.2007.688994

G

  1. Goodman, Laurie S.

    1. Financial Innovations and the Shaping of Capital Markets
      Laurie S. Goodman, Douglas J. Lucas and Frank J. Fabozzi
      The Journal of Alternative Investments Summer 2007, 10 (1) 62-70; DOI: https://doi.org/10.3905/jai.2007.688994

H

  1. Ho, Ho

    1. Building a Hedge Fund Portfolio with Kurtosis and Skewness
      Mark J.P Anson, Ho Ho and Kurt Silberstein
      The Journal of Alternative Investments Summer 2007, 10 (1) 25-34; DOI: https://doi.org/10.3905/jai.2007.688991

K

  1. Kuenzi, David E.

    1. Asset Based Style Analysis for Equity Strategies
      David E. Kuenzi and Xu Shi
      The Journal of Alternative Investments Summer 2007, 10 (1) 10-24; DOI: https://doi.org/10.3905/jai.2007.688990

L

  1. Lucas, Douglas J.

    1. Financial Innovations and the Shaping of Capital Markets
      Laurie S. Goodman, Douglas J. Lucas and Frank J. Fabozzi
      The Journal of Alternative Investments Summer 2007, 10 (1) 62-70; DOI: https://doi.org/10.3905/jai.2007.688994

M

  1. Morton, David P.

    1. Optimizing Benchmark-Based Portfolios with Hedge Funds
      Ivilina Popova, David P. Morton, Elmira Popova and Jot Yau
      The Journal of Alternative Investments Summer 2007, 10 (1) 35-55; DOI: https://doi.org/10.3905/jai.2007.688992

N

  1. Nawalkha, Sanjay K.

    1. Efficient Trees for CIR and CEV Short Rate Models
      Sanjay K. Nawalkha and Natalia A. Beliaeva
      The Journal of Alternative Investments Summer 2007, 10 (1) 71-90; DOI: https://doi.org/10.3905/jai.2007.688995

P

  1. Popova, Elmira

    1. Optimizing Benchmark-Based Portfolios with Hedge Funds
      Ivilina Popova, David P. Morton, Elmira Popova and Jot Yau
      The Journal of Alternative Investments Summer 2007, 10 (1) 35-55; DOI: https://doi.org/10.3905/jai.2007.688992

  2. Popova, Ivilina

    1. Optimizing Benchmark-Based Portfolios with Hedge Funds
      Ivilina Popova, David P. Morton, Elmira Popova and Jot Yau
      The Journal of Alternative Investments Summer 2007, 10 (1) 35-55; DOI: https://doi.org/10.3905/jai.2007.688992

S

  1. Shi, Xu

    1. Asset Based Style Analysis for Equity Strategies
      David E. Kuenzi and Xu Shi
      The Journal of Alternative Investments Summer 2007, 10 (1) 10-24; DOI: https://doi.org/10.3905/jai.2007.688990

  2. Silberstein, Kurt

    1. Building a Hedge Fund Portfolio with Kurtosis and Skewness
      Mark J.P Anson, Ho Ho and Kurt Silberstein
      The Journal of Alternative Investments Summer 2007, 10 (1) 25-34; DOI: https://doi.org/10.3905/jai.2007.688991

V

  1. Veld, Chris

    1. Portfolio Diversification Benefits of Investing in Stamps
      Chris Veld and Yulia V. Veld-Merkoulova
      The Journal of Alternative Investments Summer 2007, 10 (1) 56-61; DOI: https://doi.org/10.3905/jai.2007.688993

  2. Veld-Merkoulova, Yulia V.

    1. Portfolio Diversification Benefits of Investing in Stamps
      Chris Veld and Yulia V. Veld-Merkoulova
      The Journal of Alternative Investments Summer 2007, 10 (1) 56-61; DOI: https://doi.org/10.3905/jai.2007.688993

Y

  1. Yau, Jot

    1. Optimizing Benchmark-Based Portfolios with Hedge Funds
      Ivilina Popova, David P. Morton, Elmira Popova and Jot Yau
      The Journal of Alternative Investments Summer 2007, 10 (1) 35-55; DOI: https://doi.org/10.3905/jai.2007.688992
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