The Journal of Alternative Investments

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INVITED EDITORIAL COMMENT
David LEE Kuo Chuen

The Journal of Alternative Investments Winter 2018, 20 (3) 6-15; DOI: https://doi.org/10.3905/jai.2018.20.3.006
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RATZ IRR: Performance Measurement in the Absence of Cash Flow Data
John Renkema, Rob van den Goorbergh and Carlos Garcia Rivas

The Journal of Alternative Investments Fall 2017, 20 (2) 51-63; DOI: https://doi.org/10.3905/jai.2017.20.2.051
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VIX Christmas Effect
Todd Feldman and Alan Jung

The Journal of Alternative Investments Fall 2017, 20 (2) 65-75; DOI: https://doi.org/10.3905/jai.2017.20.2.065
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Just a One-Trick Pony? An Analysis of CTA Risk and Return
Jason Foran, Mark C. Hutchinson, David F. McCarthy and John O’Brien

The Journal of Alternative Investments Fall 2017, 20 (2) 8-26; DOI: https://doi.org/10.3905/jai.2017.20.2.008
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Commodity Returns and Their Volatility in Relation to Speculation: A Consistent Empirical Approach
Marco Haase, Yvonne Seiler Zimmermann and Heinz Zimmermann

The Journal of Alternative Investments Fall 2017, 20 (2) 76-91; DOI: https://doi.org/10.3905/jai.2017.20.2.076
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Editor’s Letter
Hossein Kazemi

The Journal of Alternative Investments Fall 2017, 20 (2) 1-3; DOI: https://doi.org/10.3905/jai.2017.20.2.001
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Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach

The Journal of Alternative Investments Fall 2017, 20 (2) 28-38; DOI: https://doi.org/10.3905/jai.2017.20.2.028
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Measuring Liquidity Premiums for Illiquid Assets
Mark Anson

The Journal of Alternative Investments Fall 2017, 20 (2) 39-50; DOI: https://doi.org/10.3905/jai.2017.20.2.039
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Measuring Factor Exposures: Uses and Abuses
Ronen Israel and Adrienne Ross

The Journal of Alternative Investments Summer 2017, 20 (1) 10-25; DOI: https://doi.org/10.3905/jai.2017.20.1.010
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The Investment Opportunity in U.S. Middle Market Direct Lending
Stephen L. Nesbitt

The Journal of Alternative Investments Summer 2017, 20 (1) 92-99; DOI: https://doi.org/10.3905/jai.2017.20.1.092

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