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  • Limited Partners’ Perceptions of the Central Eastern European Venture Capital and Private Equity Market
    Alexander P. Groh, Heinrich V. Liechtenstein, Miguel Canela
    Journal of Alternative Investments, 2010
    Winter
    Growth expectations and institutional settings in central eastern Europe are assumed favorable for the establishment of vibrant venture capital and private equity markets. However, there is only a little risk capital market activity in the region....
  • Commodities and Equities: Ever a “Market of One”?
    Bahattin Büyükşahin, Michael S. Haigh, Michel A. Robe
    Journal of Alternative Investments, 2010
    Winter
    Amid the rise in commodity investing that started in 2003, many have asked whether commodities now move more in sync with traditional financial assets. Using daily, weekly and monthly data over 18 years, this article provides evidence largely to the...
  • Conditional Correlation and Volatility in Commodity Futures and Traditional Asset Markets
    James Chong, Joëlle Miffre
    Journal of Alternative Investments, 2010
    Winter
    The impressive rise in commodity prices since 2002 and their subsequent fall since July 2008 have revived the debate on the role of commodities in the strategic and tactical asset allocation process. Commonly accepted benefits include the equity-...
  • The Optimal Approach to Futures Contract Roll in Commodity Portfolios
    Tammam Mouakhar, Mathieu Roberge
    Journal of Alternative Investments, 2010
    Winter
    This article discusses the necessity of managing the futures contract roll and argues that most commodity index providers set futures rollover rules in an inefficient manner. Generally, most index providers roll futures by replacing the next futures...
  • How Do Hedge Fund Clones Manage the Real World?
    Erik Wallerstein, Nils S. Tuchschmid, Sassan Zaker
    Journal of Alternative Investments, 2010
    Winter
    Several hedge fund replication products have been launched in recent years. Prior to the financial crisis these products were a much discussed topic among academics and practitioners alike. Since the financial crisis however, the interest in...