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The Journal of Alternative Investments
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The Journal of Alternative Investments

The Journal of Alternative Investments

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Table of Contents

Fall 2019; Volume 22,Issue 2

Editor’s Letter

  • Open Access
    Editor’s Letter
    Hossein Kazemi
    The Journal of Alternative Investments Fall 2019, 22 (2) 1-2; DOI: https://doi.org/10.3905/jai.2019.22.2.001

Expected Shortfall Asset Allocation: A Multi-Dimensional Risk-Budgeting Framework

  • You have access
    Expected Shortfall Asset Allocation: A Multi-Dimensional Risk-Budgeting Framework
    Emmanuel Jurczenko and Jérôme Teiletche
    The Journal of Alternative Investments Fall 2019, 22 (2) 7-22; DOI: https://doi.org/10.3905/jai.2019.1.078

The Impact of Performance Fees on Multi-Manager CTA Portfolios

  • You have access
    The Impact of Performance Fees on Multi-Manager CTA Portfolios
    Kathryn Kaminski and Marat Molyboga
    The Journal of Alternative Investments Fall 2019, 22 (2) 24-34; DOI: https://doi.org/10.3905/jai.2019.22.2.024

The Myth of Hedge Fund Fee Diversification

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    The Myth of Hedge Fund Fee Diversification
    Fei Meng, David Saunders and Luis Seco
    The Journal of Alternative Investments Fall 2019, 22 (2) 35-45; DOI: https://doi.org/10.3905/jai.2019.1.077

Testing Futures Trading Strategy Assumptions

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    Testing Futures Trading Strategy Assumptions
    Mark C. Hutchinson and John O’Brien
    The Journal of Alternative Investments Fall 2019, 22 (2) 47-63; DOI: https://doi.org/10.3905/jai.2019.1.075

The Long and Short of Trend Followers

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    The Long and Short of Trend Followers
    Joakim Agerback, Tor Gudmundsen-Sinclair and Jarkko Peltomäki
    The Journal of Alternative Investments Fall 2019, 22 (2) 65-80; DOI: https://doi.org/10.3905/jai.2019.1.076

Hedging High-Yield and Emerging Market Bond Tail Risk with VIX® Futures

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    Hedging High-Yield and Emerging Market Bond Tail Risk with VIX® Futures
    Berlinda Liu and Hong Xie
    The Journal of Alternative Investments Fall 2019, 22 (2) 81-98; DOI: https://doi.org/10.3905/jai.2019.1.080

Carry On

  • You have access
    Carry On
    Megan Czasonis, Baykan Pamir and David Turkington
    The Journal of Alternative Investments Fall 2019, 22 (2) 100-111; DOI: https://doi.org/10.3905/jai.2019.1.079
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The Journal of Alternative Investments: 22 (2)
The Journal of Alternative Investments
Vol. 22, Issue 2
Fall 2019
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