Table of Contents

Spring 2016; Volume 18,Issue 4

B

  1. Battiston, Stefano

    1. 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

  2. Billio, Monica

    1. 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

C

  1. Ciavolino, Enrico

    1. 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

D

  1. D’Errico, Marco

    1. 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

  2. Das, Sanjiv Ranjan

    1. 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

F

  1. Flood, Mark D.

    1. 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

  2. Frattarolo, Lorenzo

    1. 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

G

  1. Glasserman, Paul

    1. 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

  2. Gurciullo, Stefano

    1. 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

K

  1. Kazemi, Hossein

    1. 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

L

  1. Lo, Andrew W.

    1. 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

M

  1. Mamaysky, Harry

    1. 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

  2. Monin, Phillip

    1. 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

P

  1. Pelizzon, Loriana

    1. 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

S

  1. Savona, Roberto

    1. 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

  2. Sherman, Mila Getmansky

    1. 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

  3. Stein, Roger M.

    1. 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
    2. 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

T

  1. Tangirala, Gowtham

    1. 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
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