Issue Title: 
Highwire: apath: 
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Highwire: atom_id: 
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iijaltinv;20/1
Highwire: pisa_master: 
iijaltinv;20/1
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Jun 30, 2017
First Page: 
1
Issue Number: 
1
Last Page: 
99
Print Publication Date: 
Jun 30, 2017
Slug: 
1
Volume Number: 
20
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:7:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijaltinv/20/1/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:89:"Measuring Factor Exposures: <em xmlns="http://www.w3.org/1999/xhtml">Uses and Abuses</em>";s:9:"header-id";s:37:"MeasuringFactorExposuresUsesandAbuses";s:11:"groupingkey";s:43:"Measuring Factor Exposures: Uses and Abuses";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijaltinv/20/1/10.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:138:"Factor Investing and Risk Allocation: <em xmlns="http://www.w3.org/1999/xhtml">From Traditional to Alternative Risk Premia Harvesting</em>";s:9:"header-id";s:80:"FactorInvestingandRiskAllocationFromTraditionaltoAlternativeRiskPremiaHarvesting";s:11:"groupingkey";s:92:"Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijaltinv/20/1/27.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:117:"To Hedge or Not to Hedge: <em xmlns="http://www.w3.org/1999/xhtml">Factor Dependence and Skill among Hedge Funds</em>";s:9:"header-id";s:58:"ToHedgeorNottoHedgeFactorDependenceandSkillamongHedgeFunds";s:11:"groupingkey";s:71:"To Hedge or Not to Hedge: Factor Dependence and Skill among Hedge Funds";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijaltinv/20/1/43.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:109:"Limits to Diversification: <em xmlns="http://www.w3.org/1999/xhtml">Tail Risks in Real Estate Portfolios</em>";s:9:"header-id";s:54:"LimitstoDiversificationTailRisksinRealEstatePortfolios";s:11:"groupingkey";s:63:"Limits to Diversification: Tail Risks in Real Estate Portfolios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijaltinv/20/1/61.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:113:"REITs in a Mixed-Asset Portfolio: <em xmlns="http://www.w3.org/1999/xhtml">An Investigation of Extreme Risks</em>";s:9:"header-id";s:57:"REITsinaMixed-AssetPortfolioAnInvestigationofExtremeRisks";s:11:"groupingkey";s:67:"REITs in a Mixed-Asset Portfolio: An Investigation of Extreme Risks";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijaltinv/20/1/81.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:63:"The Investment Opportunity in U.S. Middle Market Direct Lending";s:9:"header-id";s:55:"TheInvestmentOpportunityinU.S.MiddleMarketDirectLending";s:11:"groupingkey";s:63:"The Investment Opportunity in U.S. Middle Market Direct Lending";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijaltinv/20/1/92.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Summer 2017
Supplemental Issue: 
Downloadable Variants: 
Highwire:Open Issue: 
no
Print ISSN: 
1520-3255
Electronic ISSN: 
2168-8435
Highwire Alternate Title: 
The Journal of Alternative Investments: 20 (1)
Last load event: 
Friday, November 10, 2017 - 11:56