Articles

• Alpha or not Alpha: The Case of the Hedge Fund Industry
• What Happens “Before the Birth” and “After the Death” of a Hedge Fund?
• Hedge Fund Managers: Luck and Dynamic Assessment
• A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation
• Detecting Early Warnings for Hedge Fund Contagion
• Edito

• Expected Credit Loss vs. Credit Value Adjustment: A Comparative Analysis
• Analyst Earnings Forecasts, Individual Investors’ Expectations and Trading Volume
• Changing Dynamic Relationships between Stock and Bond Markets in Crises
• Do Regulatory and Supervisory Reforms Affect European Bank Stability

Articles

• How Risky are Low-Risk Hedge Funds?
• Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
• Multi-Asset Seasonality and Trend-Following Strategies
• New Insight on the Performance of Equity Long/short Investment Styles

• Editorial

• Long-term Portfolio Allocation Based on Long-term Macro Forecasts
• Projecting Pension Outcomes at Retirement – Towards an Industry Reporting Standard
• Economic-financial Literacy and (Sustainable) Pension Reforms
• Cyclicality and Term Structure of Value-at-Risk within a Threshold Autoregression Setup

Articles

• Editor’s letter
• HFT and Market Quality
• On the Financial Performance of Socially Responsible Investments
• Pension Reform in The Netherlands: Attractive Options for other Countries?
• French Pensions Framework in an International Perspective
• Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
• Asset Class Liquidity Risk