Private Equity as an asset class: its role in investment portfolios
RMF Lamm Jr, TE Ghaleb-Harter - The Journal of Private Equity, 2001 - JSTOR
… GhalebHarter … 5For example, see Lamm and Ghaleb-Harter [2000] for an analysis of the
number of … Ghaleb-Harter. Performance Persistence in Hedge Funds - Winners Do Repeat. …
number of … Ghaleb-Harter. Performance Persistence in Hedge Funds - Winners Do Repeat. …
Do Hedge Funds Belong in Taxable Portfolios?
RMF Lamm Jr, TE Ghaleb-Harter - The Journal of Wealth …, 2001 - pm-research.com
The authors examine the suitability of hedge funds in taxable investment portfolios. They
apply standard mean-variance analysis to taxable portfolios that include hedge funds as an …
apply standard mean-variance analysis to taxable portfolios that include hedge funds as an …
[PDF][PDF] Martindale Center for the Study of Private Enterprise
N Das, RJ Kish, DL Muething, LW Taylor - Citeseer
… Lamm and Ghaleb-Harter examine whether there is persistence in hedge fund … Lamm and
Ghaleb-Harter (2000) Lamm and Ghaleb-Harter use a version of mean-variance optimization …
Ghaleb-Harter (2000) Lamm and Ghaleb-Harter use a version of mean-variance optimization …
Multistage stochastic optimization for private equity investments
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 …
inflows and outflows. When allocations in PE are not planned correctly, investors can suffer …
The evolution of private equity and the change in general partner compensation terms in the 1980s
S Fraidin, M Foster - Fordham J. Corp. & Fin. L., 2018 - HeinOnline
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 1980s, …
private equity as an industry has undergone a dramatic transformation. In the early 1980s, …
Private equity-, stock-and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio …
D Schmidt - 2003 - econstor.eu
In this article, we investigate risk return characteristics and diversification benefits when
private equity is used as a portfolio component. We use a unique dataset describing 642 US-…
private equity is used as a portfolio component. We use a unique dataset describing 642 US-…
[CITATION][C] Hedge Funds as an Asset Class: An update on performances and attitude
R Lamm, TE Ghaleb-Harter - Deutsche Asset Management Journal, 2000
[CITATION][C] Optimal Hedge Fund Porfolios
R Lamm, TE Ghaleb-Harter - Deutsche Asset Management Journal, 2000
[CITATION][C] Private equity as an asset class: Its role in investment portfolios
LR McFall, TE Ghaleb-Harter - The Journal of Finance, 2001
[CITATION][C] Performance Persistence in Hedge Funds: Winners Do Repeat
R Lamm, TE Ghaleb-Harter - Deutsche Asset Management Journal, 2000