Table of Contents

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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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