Table of Contents

Primary Article

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  Portfolio Optimization and Hedge Fund Style Allocation Decisions

  Noël Amenc and Lionel Martellini

  The Journal of Alternative Investments Fall 2002, 5 (2) 7-20; DOI: https://doi.org/10.3905/jai.2002.319051
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  Mean-Modified Value-at-Risk Optimization with Hedge Funds

  Laurent Favre and José-Antonio Galeano

  The Journal of Alternative Investments Fall 2002, 5 (2) 21-25; DOI: https://doi.org/10.3905/jai.2002.319052
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  The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors

  Chris Brooks and Harry M. Kat

  The Journal of Alternative Investments Fall 2002, 5 (2) 26-44; DOI: https://doi.org/10.3905/jai.2002.319053
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  Hedge Fund Collateralized Fund Obligations

  Sivan MahaDevan and David Schwartz

  The Journal of Alternative Investments Fall 2002, 5 (2) 45-62; DOI: https://doi.org/10.3905/jai.2002.319054
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  European Exchange-Traded Funds

  Massoud Mussavian and Jacques Hirsch

  The Journal of Alternative Investments Fall 2002, 5 (2) 63-77; DOI: https://doi.org/10.3905/jai.2002.319055
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  Case Study

  Scott Lange, Dan Sommers, Charles Seidler, Rashmi Jolly, James Williams and Christina Um

  The Journal of Alternative Investments Fall 2002, 5 (2) 78-92; DOI: https://doi.org/10.3905/jai.2002.319056
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  Market Neutral Strategies

  Giovanni Beliossi

  The Journal of Alternative Investments Fall 2002, 5 (2) 93-96; DOI: https://doi.org/10.3905/jai.2002.319057
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  Review of Selected Papers on Hedge Funds

  Bhaswar Gupta and Georgi Georgiev

  The Journal of Alternative Investments Fall 2002, 5 (2) 99-101; DOI: https://doi.org/10.3905/jai.2002.319059
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  New Hedge Fund Indices That Have Entered the Marketplace

  Bhaswar Gupta

  The Journal of Alternative Investments Fall 2002, 5 (2) 102-103; DOI: https://doi.org/10.3905/jai.2002.319060