Table of Contents

Fall 2019; Volume 22,Issue 2

A

  1. Agerback, Joakim

    1. 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

C

  1. Czasonis, Megan

    1. 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

G

  1. Gudmundsen-Sinclair, Tor

    1. 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

H

  1. Hutchinson, Mark C.

    1. 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

J

  1. Jurczenko, Emmanuel

    1. 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

K

  1. Kaminski, Kathryn

    1. 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

  2. Kazemi, Hossein

    1. 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

L

  1. Liu, Berlinda

    1. 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

M

  1. Meng, Fei

    1. 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

  2. Molyboga, Marat

    1. 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

O

  1. O’Brien, John

    1. 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

P

  1. Pamir, Baykan

    1. 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

  2. Peltomäki, Jarkko

    1. 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

S

  1. Saunders, David

    1. 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

  2. Seco, Luis

    1. 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

T

  1. Teiletche, Jérôme

    1. 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

  2. Turkington, David

    1. 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

X

  1. Xie, Hong

    1. 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
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