The Journal of Alternative Investments

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Best Practices for Hedge Funds Part 1
Mark A. Pearl

The Journal of Alternative Investments Winter 2005, 8 (3) 90-111; DOI: https://doi.org/10.3905/jai.2005.608036
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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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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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A General Revised Historical Simulation Method for Portfolio Value-at-Risk
Chu-Hsiung Lin, Chang-Cheng Chang Chien and Sunwu Winfred Chen

The Journal of Alternative Investments Fall 2005, 8 (2) 87-103; DOI: https://doi.org/10.3905/jai.2005.591581
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Implementable Quantitative Research
Frank J. Fabozzi, Sergio M. Focardi and Christopher K. Ma

The Journal of Alternative Investments Fall 2005, 8 (2) 71-79; DOI: https://doi.org/10.3905/jai.2005.591579
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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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