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The journal of alternative investments
Journal of banking & finance
570
NBER working paper series
535
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470
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460
European journal of operational research : EJOR
397
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ECONIS (ZBW)
78
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1
The (mis)behavior of hedge fund strategies : a network-based analysis
Baitinger, Eduard
;
Maier, Thomas
- In:
The journal of alternative investments
22
(
2019
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10012106883
Saved in:
2
Investments in cryptocurrencies : handle with care!
Glas, Tobias N.
- In:
The journal of alternative investments
22
(
2019
)
1
,
pp. 96-113
Persistent link: https://www.econbiz.de/10012106887
Saved in:
3
Beyond Bitcoin : a statistical comparison of leading cryptocurrencies and fiat currencies and their impact on portfolio diversification
Ehlers, Stefan
;
Gauer, Kolja
- In:
The journal of alternative investments
22
(
2019
)
1
,
pp. 114-125
Persistent link: https://www.econbiz.de/10012106888
Saved in:
4
The decline of informed trading in the equity and options markets
Cao, Charles Q.
;
Gempesaw, David
;
Simin, Timothy T.
- In:
The journal of alternative investments
21
(
2018
)
2
,
pp. 16-29
Persistent link: https://www.econbiz.de/10011966305
Saved in:
5
Volatility as an asset class : holding VIX in a portfolio
Berkowitz, Jason P.
;
DeLisle, R. Jared
- In:
The journal of alternative investments
21
(
2018
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011966327
Saved in:
6
Hedging and constructing portfolios of active strategies : strategy time horizon and estimation errors
Rudin, Alexander
;
Marr, William M.
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10011912938
Saved in:
7
Option informed stock picking
Szado, Edward
;
Kazemi, Hossein
;
Schneeweis, Thomas
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 48-66
Persistent link: https://www.econbiz.de/10011912944
Saved in:
8
Return predictability and efficient market hypothesis : evidence from Iceland
Metghalchi, Massoud
;
Hajilee, Massomeh
;
Hayes, Linda A.
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 68-78
Persistent link: https://www.econbiz.de/10011912948
Saved in:
9
The components of private debt performance
Giuzio, Margherita
;
Gintschel, Andreas
;
Paterlini, Sandra
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 21-35
Persistent link: https://www.econbiz.de/10011876285
Saved in:
10
Properties of long/short commodity indices in stock and bond portfolios
Henriksen, Tom Erik Sønsteng
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 51-68
Persistent link: https://www.econbiz.de/10011876287
Saved in:
11
Volatility weighting applied to momentum strategies
Plessis, Johan du
;
Hallerbach, Winfried G.
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011655920
Saved in:
12
Portfolio management with drawdown-based measures
Molyboga, Marat
;
L'Ahelec, Christophe
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 75-89
Persistent link: https://www.econbiz.de/10011655934
Saved in:
13
Spicing up a portfolio with commodity futures : still a good recipe?
Daigler, Robert T.
;
Dupoyet, Brice
;
You, Leyuan
- In:
The journal of alternative investments
19
(
2017
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10011673671
Saved in:
14
Measuring liquidity premiums for illiquid assets
Anson, Mark
- In:
The journal of alternative investments
20
(
2017
)
2
,
pp. 39-50
Persistent link: https://www.econbiz.de/10011759930
Saved in:
15
Measuring factor exposures : uses and abuses
Israel, Ronen
;
Ross, Adrienne
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 10-25
Persistent link: https://www.econbiz.de/10011745091
Saved in:
16
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
17
Limits to diversification : tail risks in real estate portfolios
Stein, Michael
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10011745098
Saved in:
18
REITs in a mixed-asset portfolio : an investigation of extreme risks
Stelk, Steven J.
;
Zhou, Jian
;
Anderson, Randy I.
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 81-91
Persistent link: https://www.econbiz.de/10011745103
Saved in:
19
The investment opportunity in U.S. middle market direct lending
Nesbitt, Stephen L.
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 92-99
Persistent link: https://www.econbiz.de/10011745140
Saved in:
20
Are alternative investments prudent? : public sector pension use and fiduciary duty
Rose, Paul
;
Seligman, Jason S.
- In:
The journal of alternative investments
18
(
2015/2016
)
3
,
pp. 5-20
Persistent link: https://www.econbiz.de/10011428058
Saved in:
21
Predicting the success of volatility targeting strategies : application to equities and other asset classes
Perchet, Romain
;
Carvalho, Raul Leote de
;
Heckel, Thomas
; …
- In:
The journal of alternative investments
18
(
2015/2016
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10011428067
Saved in:
22
Evaluating the efficiency of hedge fund replication : return and diversification effects
Blumin, Dmitri
;
Hauser, Roie
;
Levy, Azriel
;
Rao, Kartikeya
- In:
The journal of alternative investments
19
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011529266
Saved in:
23
Hedge fund tail risk : an investigation in stressed markets
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 109-124
Persistent link: https://www.econbiz.de/10011471222
Saved in:
24
Investor views, drawdown-based risk parity, and hedge fund portfolio construction
Rudin, Alexander
;
Marr, William M.
- In:
The journal of alternative investments
19
(
2016
)
2
,
pp. 63-69
Persistent link: https://www.econbiz.de/10011610521
Saved in:
25
Constructing equity market-neutral VIX portfolios with dynamic CAPM
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
19
(
2016
)
2
,
pp. 70-87
Persistent link: https://www.econbiz.de/10011610529
Saved in:
26
Drawdown control with a risk floor
Zhou, Joe
;
Shang, James
- In:
The journal of alternative investments
17
(
2014/15
)
4
,
pp. 79-94
Persistent link: https://www.econbiz.de/10011283648
Saved in:
27
The case for long-short commodity investing
Miffre, Joëlle
;
Fernandez-Perez, Adrian
- In:
The journal of alternative investments
18
(
2015/2016
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
Saved in:
28
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
29
How active is your real estate fund manager?
Cremers, Martijn
;
Lizieri, Colin
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 22-36
Persistent link: https://www.econbiz.de/10011307954
Saved in:
30
The case for liquid alternatives in defined-contribution plans
Kupperman, David
;
Kilgallen, Scott
- In:
The journal of alternative investments
17
(
2014/15
)
3
,
pp. 59-66
Persistent link: https://www.econbiz.de/10010477143
Saved in:
31
Is it possible to OD on alpha?
Kakushadze, Zura
;
Liew, Jim Kyung-Soo
- In:
The journal of alternative investments
18
(
2015/16
)
2
,
pp. 39-49
Persistent link: https://www.econbiz.de/10011383753
Saved in:
32
Market timing around the world
Vidal, Marta
;
Vidal-García, Javier
;
Boubaker, Sabri
- In:
The journal of alternative investments
18
(
2015/16
)
2
,
pp. 61-89
Persistent link: https://www.econbiz.de/10011383759
Saved in:
33
Momentum and risk adjustment
Dudler, Martin
;
Gmür, Bruno
;
Malamud, Semyon
- In:
The journal of alternative investments
18
(
2015/16
)
2
,
pp. 91-103
Persistent link: https://www.econbiz.de/10011383762
Saved in:
34
Dynamic asset allocation strategies based on unexpected volatility
Zakamulin, Valeriy
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 37-50
Persistent link: https://www.econbiz.de/10010358816
Saved in:
35
Frontier equity markets : risk parity lessons for asset allocation
Chan-Lau, Jorge A.
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 28-36
Persistent link: https://www.econbiz.de/10010358819
Saved in:
36
Determining the maximum number of uncorrelated strategies in a global portfolio
Boon, Ling-ni
;
Ielpo, Florian
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 8-27
Persistent link: https://www.econbiz.de/10010358821
Saved in:
37
Strategic allocation to commodity factor premiums
Blitz, David
;
Groot, Wilma de
- In:
The journal of alternative investments
17
(
2014/15
)
2
,
pp. 103-115
Persistent link: https://www.econbiz.de/10010467222
Saved in:
38
Is this time different? : trend-following and financial crises
Hutchinson, Mark C.
;
O’Brien, John
- In:
The journal of alternative investments
17
(
2014/15
)
2
,
pp. 82-102
Persistent link: https://www.econbiz.de/10010467223
Saved in:
39
Hedge fund replication using shrinkage methodologies
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
17
(
2014/15
)
2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10010467230
Saved in:
40
Introducing alternative capital to longevity risk transfer
Cunha-Gomes, Neil
- In:
The journal of alternative investments
17
(
2014/15
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10010402273
Saved in:
41
Risk management for endowment and foundation portfolios
Black, Keith H.
- In:
The journal of alternative investments
15
(
2012/13
)
4
,
pp. 87-96
Persistent link: https://www.econbiz.de/10009745274
Saved in:
42
A Fund of Hedge Funds Under Regime Switching
Saunders, David M.
;
Seco, Luis
;
Vogt, Christopher
; …
- In:
The journal of alternative investments
15
(
2012/13
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10009745288
Saved in:
43
The different faces of volatility exposure in portfolio management
Hill, Joanne M.
- In:
The journal of alternative investments
15
(
2012/13
)
3
,
pp. 9-31
Persistent link: https://www.econbiz.de/10009715062
Saved in:
44
Send in the clones? : hedge fund replication using futures contracts
Bollen, Nicolas P. B.
;
Fisher, Gregg S.
- In:
The journal of alternative investments
16
(
2013/14
)
2
,
pp. 80-95
Persistent link: https://www.econbiz.de/10010203451
Saved in:
45
Hedge fund dynamic market sensitivity
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
16
(
2013/14
)
1
,
pp. 118-129
Persistent link: https://www.econbiz.de/10009782747
Saved in:
46
Trading in the presence of cointegration
Galenko, Alexander
;
Popova, Elmira
;
Popova, Ivilina
- In:
The journal of alternative investments
15
(
2012/13
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10009573445
Saved in:
47
Hedge fund replication : the asymmetric way
Tancar, Roman
;
Poddig, Thorsten
;
Ballis-Papanastasiou, …
- In:
The journal of alternative investments
15
(
2012/13
)
1
,
pp. 68-84
Persistent link: https://www.econbiz.de/10009573448
Saved in:
48
Dedicated short bias hedge funds : diversification and alpha during financial crises
Connolly, Ciara
;
Hutchinson, Mark C.
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 28-41
Persistent link: https://www.econbiz.de/10009501186
Saved in:
49
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
Saved in:
50
Defending the "endowment model" : quantifying liquidity risk in a post-credit crisis world
Sheikh, Abdullah Z.
;
Sun, Jianxiong
- In:
The journal of alternative investments
14
(
2011/12
)
4
,
pp. 9-24
Persistent link: https://www.econbiz.de/10009550883
Saved in:
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