This study investigates both conventional and Islamic investors' problems as to whether the
inclusion of Islamic and conventional asset classes may expand the frontier of their …

Using a unique dataset of 50 listed companies that meet the majority of the OECD
requirements for social impact investments, we construct a social impact finance stock index …

This article examines the question of allocation to private equity from three perspectives;
portfolio selection theory, investor compatibility, and practice. The proportion that private …

Since the onset of the Great Recession in 2008, the practice of tactical asset allocation has
received increased interest from practitioners. Though commonly used in conjunction with …

While the business model of private equity has remained largely unchanged since the
1980s, private equity as an industry has undergone a dramatic transformation. In the early …

Dieser Satz trifft seit den denkwürdigen Ereignissen im Herbst des Jahres 2008 auch auf
eine große Zahl von Finanzpublikationen zu, die vor diesem Datum erstellt worden sind und …

Most monthly return distributions of alternative assets are in general not normally distributed.
Further, some have biases (eg survivor ship bias) that distort the risk-return profile. For that …

Auf der Basis einer umfangreichen empirischen Studie identifiziert Carsten Baumgärtner
Ansatzpunkte für eine Verbesserung der Portfoliosteuerung von Venture Capital …

Long-term investments such as Private Equity (PE), present timing differences in cash
inflows and outflows. When allocations in PE are not planned correctly, investors can suffer …

ROBUST PORTFOLIO OPTIMIZATION WITH APPLICATIONS IN CURRENCIES AND PRIVATE
EQUITY Page 1 ROBUST PORTFOLIO OPTIMIZATION WITH APPLICATIONS IN CURRENCIES …