Recent Articles
Current Issue Advance Content
Below is a list of articles published in the most recent issue of the Journal. To view abstracts and articles from our entire archive use our advanced search feature.
Non-Normality of Market Returns: A Framework for Asset Allocation Decision Making
WINTER 2010, Vol. 12, No. 3: pp. 8–35DOI: 10.3905/JAI.2010.12.3.008Abstract | Full Text | PDF | Buy Article
How Do Hedge Fund Clones Manage the Real World?
WINTER 2010, Vol. 12, No. 3: pp. 37–50DOI: 10.3905/JAI.2010.12.3.037Abstract | Full Text | PDF | Buy Article
The Optimal Approach to Futures Contract Roll in Commodity Portfolios
WINTER 2010, Vol. 12, No. 3: pp. 51–60DOI: 10.3905/JAI.2010.12.3.051Abstract | Full Text | PDF | Buy Article
Conditional Correlation and Volatility in Commodity Futures and Traditional Asset Markets
WINTER 2010, Vol. 12, No. 3: pp. 061–075DOI: 10.3905/JAI.2010.12.3.061Abstract | Full Text | PDF | Buy Article
Commodities and Equities: Ever a “Market of One”?
WINTER 2010, Vol. 12, No. 3: pp. 76–95DOI: 10.3905/JAI.2010.12.3.076Abstract | Full Text | PDF | Buy Article
WINTER 2010, Vol. 12, No. 3: pp. 96–112DOI: 10.3905/JAI.2010.12.3.096Abstract | Full Text | PDF | Buy Article
Highlights From alternative investment news
WINTER 2010, Vol. 12, No. 3: pp. 113–117DOI: 10.3905/JAI.2010.12.3.113Abstract | Full Text | PDF | Buy Article
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- Spot Returns, Roll Yield, and Diversification with Commodity Futures (3)
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