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The Journal of Alternative Investments

The Journal of Alternative Investments

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Table of Contents

Fall 2002; Volume 5,Issue 2

Editorial

  • Open Access
    Editor's Letters
    The Journal of Alternative Investments Fall 2002, 5 (2) 1-2; DOI: https://doi.org/10.3905/jai.2002.390822

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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

Book Review

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    Hedge Funds
    Greg N. Gregoriou
    The Journal of Alternative Investments Fall 2002, 5 (2) 97-98; DOI: https://doi.org/10.3905/jai.2002.319058
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The Journal of Alternative Investments
Vol. 5, Issue 2
Fall 2002
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