Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • PA Reports
  • Submit an article
  • More
    • About JAI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • CAIA Member Login
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • LinkedIn
  • Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • Advanced search
The Journal of Alternative Investments
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Alternative Investments

The Journal of Alternative Investments

Advanced Search

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • PA Reports
  • Submit an article
  • More
    • About JAI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • CAIA Member Login
  • LinkedIn
  • Twitter

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

  • You have access
    Just a One-Trick Pony? An Analysis of CTA Risk and Return
    Jason Foran, Mark C. Hutchinson, David F. McCarthy and John O’Brien
    The Journal of Alternative Investments Fall 2017, 20 (2) 8-26; DOI: https://doi.org/10.3905/jai.2017.20.2.008

Uncovering Trend Rules

  • You have access
    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

  • You have access
    Measuring Liquidity Premiums for Illiquid Assets
    Mark Anson
    The Journal of Alternative Investments Fall 2017, 20 (2) 39-50; DOI: https://doi.org/10.3905/jai.2017.20.2.039

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

  • You have access
    RATZ IRR: Performance Measurement in the Absence of Cash Flow Data
    John Renkema, Rob van den Goorbergh and Carlos Garcia Rivas
    The Journal of Alternative Investments Fall 2017, 20 (2) 51-63; DOI: https://doi.org/10.3905/jai.2017.20.2.051

VIX Christmas Effect

  • You have access
    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

  • You have access
    Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical Approach
    Marco Haase, Yvonne Seiler Zimmermann and Heinz Zimmermann
    The Journal of Alternative Investments Fall 2017, 20 (2) 76-91; DOI: https://doi.org/10.3905/jai.2017.20.2.076
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Alternative Investments: 20 (2)
The Journal of Alternative Investments
Vol. 20, Issue 2
Fall 2017
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 13 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • LinkedIn
  • Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2019 Pageant Media Ltd | All Rights Reserved | ISSN: 1520-3255 | E-ISSN: 2168-8435

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies