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

The Impact of Performance Fees on Multi-Manager CTA Portfolios

The Myth of Hedge Fund Fee Diversification

Testing Futures Trading Strategy Assumptions

The Long and Short of Trend Followers

  • 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

Carry On

  • 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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