The Journal of Alternative Investments: 16 (1)

The Journal of Alternative Investments

Summer 2013; Volume 16,Issue 1

Open Access
Editor’s Letter
Thomas Schneeweis

The Journal of Alternative Investments Summer 2013, 16 (1) 1-3; DOI: https://doi.org/10.3905/jai.2013.16.1.001
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The Performance of Simple Dynamic
Commodity Strategies
Devraj Basu and Joëlle Miffre

The Journal of Alternative Investments Summer 2013, 16 (1) 9-18; DOI: https://doi.org/10.3905/jai.2013.16.1.009
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Autocorrelation Effects on CTA and Equity
Risk Measurement
Galen Burghardt and Lianyan Liu

The Journal of Alternative Investments Summer 2013, 16 (1) 19-42; DOI: https://doi.org/10.3905/jai.2013.16.1.019
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Scarcity, Risk Premiums, and the Pricing
of Commodity Futures: The Case of Crude Oil Contracts
Marco Haase and Heinz Zimmermann

The Journal of Alternative Investments Summer 2013, 16 (1) 43-71; DOI: https://doi.org/10.3905/jai.2013.16.1.043
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Does Manager Offshore Experience Count
in the Alternative UCITS Universe?
Benoît Dewaele, Iliya Markov, Hugues Pirotte and Nils S. Tuchschmid

The Journal of Alternative Investments Summer 2013, 16 (1) 72-85; DOI: https://doi.org/10.3905/jai.2013.16.1.072
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Dynamic Hedge Fund Exposures:
One Size Estimation Interval Doesn’t Fit All
Brian T. Hayes

The Journal of Alternative Investments Summer 2013, 16 (1) 86-117; DOI: https://doi.org/10.3905/jai.2013.16.1.086
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Hedge Fund Dynamic Market Sensitivity
Jiaqi Chen and Michael L. Tindall

The Journal of Alternative Investments Summer 2013, 16 (1) 118-129; DOI: https://doi.org/10.3905/jai.2013.16.1.118

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