Real assets/alternative investments/private equity
- A Performance Update—Hedge Funds versus Hedged Mutual Funds: An Examination of Equity Long–Short FundsDavid F. McCarthy and Brian M. WongThe Journal of Alternative Investments September 2020, 23 (2) 35-47; DOI: https://doi.org/10.3905/jai.2020.1.103
- Manager Characteristics and Hedge Fund Returns, Liquidity, and SurvivalHyuna ParkThe Journal of Alternative Investments September 2020, 23 (2) 67-83; DOI: https://doi.org/10.3905/jai.2020.1.102
- Editor’s LetterHossein KazemiThe Journal of Alternative Investments December 2020, 23 (3) 1-3; DOI: https://doi.org/10.3905/jai.2020.23.3.001
- Editor’s LetterHossein KazemiThe Journal of Alternative Investments September 2020, 23 (2) 1-3; DOI: https://doi.org/10.3905/jai.2020.23.2.001
- RATZ IRR: Performance Measurement in the Absence of Cash Flow DataJohn Renkema, Rob van den Goorbergh and Carlos Garcia RivasThe Journal of Alternative Investments September 2017, 20 (2) 51-63; DOI: https://doi.org/10.3905/jai.2017.20.2.051
- Measuring Liquidity Premiums for Illiquid AssetsMark AnsonThe Journal of Alternative Investments September 2017, 20 (2) 39-50; DOI: https://doi.org/10.3905/jai.2017.20.2.039
- Editor’s LetterHossein KazemiThe Journal of Alternative Investments September 2017, 20 (2) 1-3; DOI: https://doi.org/10.3905/jai.2017.20.2.001
- Sovereign and Hedge Fund Systemic RisksRoberto Savona and Enrico CiavolinoThe Journal of Alternative Investments March 2016, 18 (4) 98-108; DOI: https://doi.org/10.3905/jai.2016.18.4.098
- Systemic Risk and Alternative Investments:
A Summary of Selections from the State of the ArtMila Getmansky Sherman and Roger M. SteinThe Journal of Alternative Investments March 2016, 18 (4) 6-12; DOI: https://doi.org/10.3905/jai.2016.18.4.006 - Form PF and the Systemic Risk of Hedge Funds: Risk-Measurement Precision for Option PortfoliosMark D. Flood and Phillip MoninThe Journal of Alternative Investments March 2016, 18 (4) 125-147; DOI: https://doi.org/10.3905/jai.2016.18.4.125
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