Table of Contents

Fall 2017; Volume 20,Issue 2

Editor’s Letter

  • Open Access
    Editor’s Letter
    Hossein Kazemi
    The Journal of Alternative Investments Fall 2017, 20 (2) 1-3; DOI: https://doi.org/10.3905/jai.2017.20.2.001

Just a One-Trick Pony? An Analysis of CTA Risk and Return

Uncovering Trend Rules

  • Uncovering Trend Rules
    Paul Beekhuizen and Winfried G. Hallerbach
    The Journal of Alternative Investments Fall 2017, 20 (2) 28-38; DOI: https://doi.org/10.3905/jai.2017.20.2.028

Measuring Liquidity Premiums for Illiquid Assets

RATZ IRR: Performance Measurement in the Absence of Cash Flow Data

VIX Christmas Effect

  • VIX Christmas Effect
    Todd Feldman and Alan Jung
    The Journal of Alternative Investments Fall 2017, 20 (2) 65-75; DOI: https://doi.org/10.3905/jai.2017.20.2.065

Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical Approach

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