CAIA Logo

As a service to the alternative investment community, the Association offers a comprehensive list of research papers in alternatives.  The list includes the abstracts of hundreds of papers.  Copyright issues prevent us from offering a text search of entire documents. The bibliography is updated monthly.

          | Hedge Funds | Commodities | Managed Futures | Private Equity |

                                 | Real Estate | Risk Management |

 


Sort By: Author | Year

Arindam Bandopadhyaya; James L. Grant
A Survey of Demographics and Performance in the Hedge Fund Industry
2007, Journal of Investing, Volume Summer

Chris Veld; Yulia V. Veld-Merkoulova
Portfolio Diversification Benefits of Investing In Stamps
2007, Journal of Alternative Investments, Volume Summer

David E. Kuenzi; Xu Shi
Asset Based Style Analysis for Equity Strategies: The Role of the Volatility Factor
2007, Journal of Alternative Investments, Volume Summer

Douglas J. Lucas; Laurie S. Goodman; Frank J. Fabozzi
Financial Innovations and the Shaping of Capital Markets: The Case of CDOs
2007, Journal of Alternative Investments, Volume Summer

Franz H. Heukamp; Heinrich Liechtenstein; Nick Wakeling
Do Business Angels Alter the Risk-Return Equation in Early Stage Investments? Business Angels as Seen by Venture Capitalists in the German Speaking Countries
2007, Journal of Private Equity, Volume Summer

Ivilina Popova; David P. Morton; Elmira Popova; Jot Yau
Optimizing Benchmark-Based Portfolios with Hedge Funds
2007, Journal of Alternative Investments, Volume Summer

Manuel Ammann; Patrick Moerth
Impact of Fund Size and Fund Flows on Hedge Fund Performance
2008, Journal of Alternative Investments, Volume Summer

Mark Anson; Ho Ho
Building a Hedge Fund Portfolio with Kurtosis and Skewness
2007, Journal of Alternative Investments, Volume Summer

Reik H. Boerger; Alvaro Cartea; Ruediger Kiesel; Gero Schindlmayr
A Multivariate Commodity Analysis and Applications to Risk Management
2007, Social Science Research Network Electronic Library

Sanjay K. Nawalkha; Natalia A. Beliaeva
Efficient Trees for CIR and CEV Short Rate Models
2007, Journal of Alternative Investments, Volume Summer

Tarun M. Stewart; Cyril S. Shroff
Investing in Indian PIPEs
2007, Journal of Private Equity, Volume Summer

Abanomey, Walid S.; Mathur, Ike
The Hedging Benefits of Commodity Futures in International Portfolio Diversification
1999, Journal of Alternative Investments, Volume 2, Number 3, pp. 51 - 62

Abernathy, Jerome ; Green, Henry
Trading Strategy Forum: Systematic Currency Trading Advisors
2000, Journal of Alternative Investments, Volume 3, Number 3, pp. 68-72

Abetti, Pier A; Morgan, Irvin W.
Private and Public "Cradle to Maturity" Financing Patterns of US Biotech Ventures (1970-2001)
2004, Journal of Private Equity, Volume 7, Number 2, pp. 9-25

Abken, Peter A.
An Empirical Evaluation of Value at Risk by Scenario Simulation
2000, Journal of Derivatives, Volume 7, Number 4, pp. 12 - 30

Acar, Emmanuel ; Lequex, Pierre
Pursuing the Debate on Active Currency Management
2001, Journal of Alternative Investments, Volume 3, Number 4, pp. 9-28

Acharya, Viral; HejePedersen, Lasse
Asset pricing with Liquidity Risk
2003, Social Science Research Network Electronic Library

Acito, Christopher J.; Fisher, F. Peter
Fund of Hedge Funds: Rethinking Resource Requirements
2002, Journal of Alternative Investments, Volume 4, Number 4, pp. 25 - 35

Ackermann C.; McEnally R.; Ravenscraft D.
The Performance of Hedge Funds: Risk, Return, and Incentives
1999, Journal of Finance, Volume 54, Number 3, pp. 833-874

Acton, Michael J.; Hopkins, Robert E.
Where Does the Return Come From? Using the Risk-Adjusted Performance Measure in Real Estate
1999, Real Estate Finance, Volume 16, Number 2, pp. 23 - 30

Back | Next