CAIA Logo

Recent Articles

from the JAI  


Featured Article 

Summer 2008
 

Hung-Gay Fung; Gregory E. Sierra; Jot Yau; Gaiyan Zhang

Are the U.S. Stock Market and Credit Default Swap Market Related? Evidence from the CDX Indices

2008, Journal of Alternative Investments, Volume Summer 

 

Read the Full Text

 

Note: This full text article may not be reproduced.  Any reproduction of the JAI articles will be in violation of our copyright. 



Sort By: Author | Year

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

Ben Branch; Jia Wang
Risk-Arbitrage Spreads and Performance of Risk Arbitrage
2008, Journal of Alternative Investments, Volume Summer

Don M. Chance
Competition and Innovation in U.S. Futures Markets
2008, Journal of Alternative Investments, Volume Summer

Hung-Gay Fung; Gregory E. Sierra; Jot Yau; Gaiyan Zhang
Are the U.S. Stock Market and Credit Default Swap Market Related? Evidence from the CDX Indices
2008, Journal of Alternative Investments, Volume Summer

John Rutledge
The Impact of Increasing Carried Interest Tax Rates on the U.S. Economy
2008, Journal of Alternative Investments, Volume Summer

Ping Chen; Jose F. Gonzalez-Heres; Steven S. Shin
The Distressed Corporate Debt Cycle from a Hedge Fund Investor's Perspective
2008, Journal of Alternative Investments, Volume Summer


The Journal of Alternative Investments is the official publication of the Chartered Alternative Investment Analyst (CAIA) Association.  Founded in 1998, JAI is the leading source of cutting-edge research and analysis in the field of alternative investments. Topics covered include asset allocation, risk management, indexing, regulation, and taxation, among a variety of others.

JAI's prestigious authors include such renowned academic experts as Noel Amenc, EDHEC; Don Chance, Louisiana State; Roger Ibbotson, Yale; and Francois-Serge Lhabitant, EDHEC, University of Lausanne and Kedge Capital Partners. Leading practitioners such as Mark Anson of Hermes Pensions Management, Alexander Ineichen of UBS, and Christopher Kojima of Goldman Sachs have contributed numerous articles as well. JAI is published quarterly by Institutional Investor, Inc., publisher of The Journal of Portfolio Management and Institutional Investor magazine.


The editor of JAI is Dr. Thomas Schneeweis, who is the Michael and Cheryl Philipp Professor of Finance at the Isenberg School of Management at the University of Massachusetts in Amherst, Massachusetts. He also serves as the Director of the Center for International Securities and Derivatives Markets (CISDM), a leading nonprofit research center specializing in alternative investments. Dr. Schneeweis is a co-founding member, along with the guidance of the Alternative Investment Management Association (AIMA), of the Chartered Alternative Investment Analyst Association (CAIA Association); Director of Research for Lyra Capital, LLC (an investment management firm specializing in the alternative investment area); and an outside trustee for the Managers Funds (a mutual fund-based fund of funds). He is also a board member for the Managed Funds Association and a principal in Alternative Investment Analytics, a financial consulting firm.