The Journal of Alternative Investments

Published Ahead of Print

May 22, 2021

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Inflation Hedging in the Long Run: Practical Perspectives from Seven Centuries of Commodity Prices
Adam Zaremba, Jan J. Szczygielski, Zaghum Umar and Mateusz Mikutowski

The Journal of Alternative Investments Summer 2021, jai.2021.1.136; DOI: https://doi.org/10.3905/jai.2021.1.136

May 21, 2021

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On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives
Wei Dai, Robert C. Merton and Savina Rizova

The Journal of Alternative Investments Summer 2021, jai.2021.1.135; DOI: https://doi.org/10.3905/jai.2021.1.135

May 17, 2021

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Measuring Hedge Fund Liquidity Mismatch
George O. Aragon, A. Tolga Ergun, Giulio Girardi and Mila Getmansky Sherman

The Journal of Alternative Investments Summer 2021, jai.2021.1.134; DOI: https://doi.org/10.3905/jai.2021.1.134

April 27, 2021

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Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for Cryptoassets
Yuan Hu, W. Brent Lindquist and Frank J. Fabozzi

The Journal of Alternative Investments Summer 2021, jai.2021.1.133; DOI: https://doi.org/10.3905/jai.2021.1.133

April 17, 2021

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Rethinking Commodities
Fiona Boal and Jim Wiederhold

The Journal of Alternative Investments Summer 2021, jai.2021.1.132; DOI: https://doi.org/10.3905/jai.2021.1.132

April 13, 2021

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A Cryptocurrency Risk–Return Analysis for Bull and Bear Regimes
Ittai Barkai, Tomer Shushi and Rami Yosef

The Journal of Alternative Investments Summer 2021, jai.2021.1.131; DOI: https://doi.org/10.3905/jai.2021.1.131

March 20, 2021

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Portfolio Strategies for Volatility Investing
Jim Campasano

The Journal of Alternative Investments Summer 2021, jai.2021.1.130; DOI: https://doi.org/10.3905/jai.2021.1.130

March 19, 2021

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Allocating to Liquid Alternative Strategies for Mean–Variance Diversification
Stefan Hubrich

The Journal of Alternative Investments Summer 2021, jai.2021.1.129; DOI: https://doi.org/10.3905/jai.2021.1.129