Table of Contents

Article

• Open Access

  Editor’s Letter

  The Journal of Alternative Investments Fall 2009, 12 (2) 1-2; DOI: https://doi.org/10.3905/JAI.2009.12.2.001
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  Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking Behavior of Hedge Fund Managers

  Andrew D Clare and Nick Motson

  The Journal of Alternative Investments Fall 2009, 12 (2) 7-25; DOI: https://doi.org/10.3905/JAI.2009.12.2.007
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  Measuring the Quality of Hedge Fund Data

  Daniel Straumann

  The Journal of Alternative Investments Fall 2009, 12 (2) 26-40; DOI: https://doi.org/10.3905/JAI.2009.12.2.026
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  Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?

  Roland Füss, Dieter G Kaiser and Anthony Strittmatter

  The Journal of Alternative Investments Fall 2009, 12 (2) 41-53; DOI: https://doi.org/10.3905/JAI.2009.12.2.041
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  Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

  Marcus Nossman and Anders Wilhelmsson

  The Journal of Alternative Investments Fall 2009, 12 (2) 54-67; DOI: https://doi.org/10.3905/JAI.2009.12.2.054
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  VIX Futures and options: A Case Study of Portfolio Diversification During the 2008 Financial Crisis

  Edward Szado

  The Journal of Alternative Investments Fall 2009, 12 (2) 68-85; DOI: https://doi.org/10.3905/JAI.2009.12.2.068
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  Clawbacks from Madoff Investors: Questions of Economics, Equity, and Law

  Paul J Hinton, Jan K Larsen and Joshua M Bennett

  The Journal of Alternative Investments Fall 2009, 12 (2) 86-94; DOI: https://doi.org/10.3905/JAI.2009.12.2.086
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  Highlights From alternative investment news

  Harriet Agnew

  The Journal of Alternative Investments Fall 2009, 12 (2) 95-102; DOI: https://doi.org/10.3905/JAI.2009.12.2.095