Table of Contents

Article

• Open Access

  Editor’s Letter

  Thomas Schneeweis

  The Journal of Alternative Investments Spring 2012, 14 (4) 1-3; DOI: https://doi.org/10.3905/jai.2012.14.4.001
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  Defending the “Endowment Model”: Quantifying
  Liquidity Risk in a Post–Credit Crisis World

  Abdullah Z. Sheikh and Jianxiong Sun

  The Journal of Alternative Investments Spring 2012, 14 (4) 9-24; DOI: https://doi.org/10.3905/jai.2012.14.4.009
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  Asymmetric Volatility in the Gold Market

  Dirk G. Baur

  The Journal of Alternative Investments Spring 2012, 14 (4) 26-38; DOI: https://doi.org/10.3905/jai.2012.14.4.026
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  Volatility and the Cross-Sectional Performance of
  Emerging Market Hedge Funds

  Bolong Cao and Shamila A. Jayasuriya

  The Journal of Alternative Investments Spring 2012, 14 (4) 40-50; DOI: https://doi.org/10.3905/jai.2012.14.4.040
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  On the Dynamics of Hedge Fund Strategies

  Li Cai and Bing Liang

  The Journal of Alternative Investments Spring 2012, 14 (4) 51-68; DOI: https://doi.org/10.3905/jai.2012.14.4.051
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  Leveraged Municipal Bond Arbitrage: What Went
  Wrong?

  Geng Deng and Craig McCann

  The Journal of Alternative Investments Spring 2012, 14 (4) 69-78; DOI: https://doi.org/10.3905/jai.2012.14.4.069
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  A Note on the Use of Modified Value-at-Risk

  Laurent Cavenaile and Thomas Lejeune

  The Journal of Alternative Investments Spring 2012, 14 (4) 79-83; DOI: https://doi.org/10.3905/jai.2012.14.4.079