The Journal of Alternative Investments: 14 (4)

The Journal of Alternative Investments

Spring 2012; Volume 14,Issue 4

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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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