The Journal of Alternative Investments

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Hedge Fund Performance and Higher-Moment Market Models
Angelo Ranaldo and Laurent Favre

The Journal of Alternative Investments Winter 2005, 8 (3) 37-51; DOI: https://doi.org/10.3905/jai.2005.608031
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A Model for the Dynamics of Private Equity Funds
Etienne de Malherbe

The Journal of Alternative Investments Winter 2005, 8 (3) 81-89; DOI: https://doi.org/10.3905/jai.2005.608035
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VIX as a Companion for Hedge Fund Portfolios
Srikant Dash and Matthew T. Moran

The Journal of Alternative Investments Winter 2005, 8 (3) 75-80; DOI: https://doi.org/10.3905/jai.2005.608034
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Factor Modeling and Benchmarking of Hedge Funds
Lars Jaeger and Christian Wagner

The Journal of Alternative Investments Winter 2005, 8 (3) 9-36; DOI: https://doi.org/10.3905/jai.2005.608030
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Energy Commodity Prices
Helyette Geman

The Journal of Alternative Investments Fall 2005, 8 (2) 31-45; DOI: https://doi.org/10.3905/jai.2005.591576
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Forward Prices and Futures Prices
Emanuele Amerio

The Journal of Alternative Investments Fall 2005, 8 (2) 80-86; DOI: https://doi.org/10.3905/jai.2005.591580
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Commodities
Rian P. Akey

The Journal of Alternative Investments Fall 2005, 8 (2) 8-30; DOI: https://doi.org/10.3905/jai.2005.591575
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Rank Alpha Funds of Hedge Funds
Carol Alexander and Anca Dimitriu

The Journal of Alternative Investments Fall 2005, 8 (2) 48-61; DOI: https://doi.org/10.3905/jai.2005.591577
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Suggested Versus Actual Institutional Allocations to Real Estate in Europe
Martin Hoesli and Jon Lekander

The Journal of Alternative Investments Fall 2005, 8 (2) 62-70; DOI: https://doi.org/10.3905/jai.2005.591578
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Nymex Builds on Success
Joseph Raia

The Journal of Alternative Investments Fall 2005, 8 (2) 104-105; DOI: https://doi.org/10.3905/jai.2005.591582

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