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Real assets/alternative investments/private equity

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  • Can Bitcoin’s Volatility Be Tamed?
    Saifedean Ammous
    The Journal of Structured Finance April 2018, 24 (1) 53-60; DOI: https://doi.org/10.3905/jsf.2018.24.1.053
  • Applying the Volcker Rule’s Covered Fund Definition Separately to Individual Asset Pools within Multi-Issuance Special-Purpose Vehicles
    Noah Melnick, Caird Forbes-Cockell, Mark Middleton and Jacques Schillaci
    The Journal of Structured Finance January 2015, 20 (4) 41-57; DOI: https://doi.org/10.3905/jsf.2015.20.4.041
  • Overview of U.S. Single-Family Residential Investment Strategies
    Ron D’Vari
    The Journal of Structured Finance July 2013, 19 (2) 42-51; DOI: https://doi.org/10.3905/jsf.2013.19.2.042
  • A Primer On Subscription (Capital Call)
    Loan Facilities
    Greg B. Cioffi and Jeff Berman
    The Journal of Structured Finance July 2012, 18 (2) 77-81; DOI: https://doi.org/10.3905/jsf.2012.18.2.077
  • An Investor’s Guide to Search Funds
    Stephen G. Morrissette and Shamus Hines
    The Journal of Private Equity May 2015, 18 (3) 21-40; DOI: https://doi.org/10.3905/jpe.2015.18.3.021
  • The Practice of the Life Science Venture Capital Industry: Compensation, Deal Flow, and Contracts
    Hisanori Fujiwara and Hiromichi Kimura
    The Journal of Private Equity November 2011, 15 (1) 56-66; DOI: https://doi.org/10.3905/jpe.2011.15.1.056
  • When Private Equity Meets Banks
    Jeffrey L. Hare and Christopher N. Steelman
    The Journal of Private Equity May 2008, 11 (3) 61-68; DOI: https://doi.org/10.3905/jpe.2008.707203
  • When Bonds Fall, Fed Action Determines
    the Collateral Effects
    Jay Feuerstein and Jeffrey Bolduc
    The Journal of Trading June 2013, 8 (3) 96-101; DOI: https://doi.org/10.3905/jot.2013.8.3.096
  • Editor’s Letter
    Brian R. Bruce
    The Journal of Trading June 2013, 8 (3) 1; DOI: https://doi.org/10.3905/jot.2013.8.3.001
  • A Profit Model for Spread Trading with an Application to Energy Futures
    Takashi Kanamura, Svetlozar T Rachev and Frank J Fabozzi
    The Journal of Trading December 2009, 5 (1) 48-62; DOI: https://doi.org/10.3905/JOT.2010.5.1.048

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