Table of Contents

Article

• Open Access

  Editor’s Letter

  Hossein Kazemi

  The Journal of Alternative Investments Spring 2014, 16 (4) 1-2; DOI: https://doi.org/10.3905/jai.2014.16.4.001
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  Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio

  Ling-Ni Boon and Florian Ielpo

  The Journal of Alternative Investments Spring 2014, 16 (4) 8-27; DOI: https://doi.org/10.3905/jai.2014.16.4.008
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  Frontier Equity Markets: Risk Parity Lessons for Asset Allocation

  Jorge A. Chan-Lau

  The Journal of Alternative Investments Spring 2014, 16 (4) 28-36; DOI: https://doi.org/10.3905/jai.2014.16.4.028
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  Dynamic Asset Allocation Strategies Based
  on Unexpected Volatility

  Valeriy Zakamulin

  The Journal of Alternative Investments Spring 2014, 16 (4) 37-50; DOI: https://doi.org/10.3905/jai.2014.16.4.037
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  Hedge Fund Investments in Bankruptcy

  Ben Branch and Min Xu

  The Journal of Alternative Investments Spring 2014, 16 (4) 51-60; DOI: https://doi.org/10.3905/jai.2014.16.4.051
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  CTA Performance Persistence: 1994–2010

  Marat Molyboga, Seungho Baek and John F.O. Bilson

  The Journal of Alternative Investments Spring 2014, 16 (4) 61-70; DOI: https://doi.org/10.3905/jai.2014.16.4.061
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  Valuation of Structured Products

  Geng Deng, Tim Husson and Craig McCann

  The Journal of Alternative Investments Spring 2014, 16 (4) 71-87; DOI: https://doi.org/10.3905/jai.2014.16.4.071