Index by author

Article

• Open Access

  Editor’s Letter

  Hossein Kazemi

  The Journal of Alternative Investments Spring 2016, 18 (4) 1; DOI: https://doi.org/10.3905/jai.2016.18.4.001
• You have access

  Systemic Risk and Alternative Investments:
  A Summary of Selections from the State of the Art

  Mila Getmansky Sherman and Roger M. Stein

  The Journal of Alternative Investments Spring 2016, 18 (4) 6-12; DOI: https://doi.org/10.3905/jai.2016.18.4.006
• You have access

  How Useful Are Aggregate Measures of Systemic Risk?

  Harry Mamaysky

  The Journal of Alternative Investments Spring 2016, 18 (4) 13-32; DOI: https://doi.org/10.3905/jai.2016.18.4.013
• You have access

  Matrix Metrics: Network-Based Systemic Risk Scoring

  Sanjiv Ranjan Das

  The Journal of Alternative Investments Spring 2016, 18 (4) 33-51; DOI: https://doi.org/10.3905/jai.2016.18.4.033
• You have access

  TRC Networks and Systemic Risk

  Andrew W. Lo and Roger M. Stein

  The Journal of Alternative Investments Spring 2016, 18 (4) 52-67; DOI: https://doi.org/10.3905/jai.2016.18.4.052
• You have access

  DebtRank and the Network of Leverage

  Stefano Battiston, Marco D’Errico and Stefano Gurciullo

  The Journal of Alternative Investments Spring 2016, 18 (4) 68-81; DOI: https://doi.org/10.3905/jai.2016.18.4.068
• You have access

  Are the Federal Reserve’s Stress Test Results Predictable?

  Paul Glasserman and Gowtham Tangirala

  The Journal of Alternative Investments Spring 2016, 18 (4) 82-97; DOI: https://doi.org/10.3905/jai.2016.18.4.082
• You have access

  Sovereign and Hedge Fund Systemic Risks

  Roberto Savona and Enrico Ciavolino

  The Journal of Alternative Investments Spring 2016, 18 (4) 98-108; DOI: https://doi.org/10.3905/jai.2016.18.4.098
• You have access

  Hedge Fund Tail Risk: An Investigation
  in Stressed Markets

  Monica Billio, Lorenzo Frattarolo and Loriana Pelizzon

  The Journal of Alternative Investments Spring 2016, 18 (4) 109-124; DOI: https://doi.org/10.3905/jai.2016.18.4.109
• You have access

  Form PF and the Systemic Risk of Hedge Funds: Risk-Measurement Precision for Option Portfolios

  Mark D. Flood and Phillip Monin

  The Journal of Alternative Investments Spring 2016, 18 (4) 125-147; DOI: https://doi.org/10.3905/jai.2016.18.4.125