Index by author

Article

• 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