Journal of Alternative Investments

Aims & Scope

The Journal of Alternative Investments (JAI) offers detailed analysis and expert insight on the evolving field of alternative investments.

The JAI strives to provide its readers with practical tools such that they can (a) benefit from the growth of alternatives investment products, (b) determine the optimal mix of traditional and alternative investments, (c) manage their alternative investment portfolios with proven risk management practices, and (d) use the latest techniques to perform financial and operational due diligence on managers of private funds.

The Journal of Alternative Investments is the official publication of the Chartered Alternative Investment Analyst Association (CAIA®).

View Aims & Scope

---

Metrics & Ranking

Impact Factor

Year	Value
2025	0.5

SJR (SCImago Journal Rank)

Year	Value
2024	0.453

Quartile

Year	Value
2024	Q3

h-index

Year	Value
2024	27

Journal Rank

Year	Value
2024	12581

Journal Citation Indicator

Year	Value
2024	76

---

---

Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

---

Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

---

Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Mean-Modified Value-at-Risk Optimization with Hedge Funds

  Citation: 259

  Authors: Laurent, José-Antonio

• The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors

  Citation: 243

  Authors: Chris, Harry M.

• Cryptocurrency: <i>A New Investment Opportunity?</i>

  Citation: 227

  Authors: David LEE, Li, Yu

• Commodities and Equities: <i>Ever a “Market of One”?</i>

  Citation: 183

  Authors: Bahattin, Michael S, Michel A

• On Taking the “Alternative” Route

  Citation: 149

  Authors: Vikas, Narayan Y.

• Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets

  Citation: 140

  Authors: James, Joëlle

• Asymmetric Volatility in the Gold Market

  Citation: 128

  Authors: Dirk G.

• The Impact of Index Funds in Commodity Futures Markets: <i>A Systems Approach</i>

  Citation: 106

  Authors: Dwight R., Scott H.

• The Nature of Commodity Index Returns

  Citation: 104

  Authors: Robert J.

• Are the U.S. Stock Market and Credit Default Swap Market Related?

  Citation: 103

  Authors: Hung-Gay, Gregory E., Jot, Gaiyan

---