The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test
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 …
inclusion of Islamic and conventional asset classes may expand the frontier of their …
[HTML][HTML] Macro asset allocation with social impact investments
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 …
requirements for social impact investments, we construct a social impact finance stock index …
Asset allocation with private equity
RM Ennis, MD Sebastian - The Journal of Private Equity, 2005 - JSTOR
This article examines the question of allocation to private equity from three perspectives;
portfolio selection theory, investor compatibility, and practice. The proportion that private …
portfolio selection theory, investor compatibility, and practice. The proportion that private …
Tactical asset allocation with macroeconomic factors
J Chong, GM Phillips - The Journal of Wealth Management, 2014 - search.proquest.com
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 …
received increased interest from practitioners. Though commonly used in conjunction with …
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 …
[BOOK][B] Asset allocation, risiko-overlay und manager-selektion: Das diversifikationsbuch
D Söhnholz, S Rieken, DG Kaiser - 2010 - Springer
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 …
eine große Zahl von Finanzpublikationen zu, die vor diesem Datum erstellt worden sind und …
[PDF][PDF] Portfolio optimization with alternative investments
D Schweizer - Available at SSRN 1091093, 2008 - academia.edu
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 …
Further, some have biases (eg survivor ship bias) that distort the risk-return profile. For that …
[BOOK][B] Portfoliosteuerung von Venture Capital-Gesellschaften
C Baumgärtner - 2015 - books.google.com
Auf der Basis einer umfangreichen empirischen Studie identifiziert Carsten Baumgärtner
Ansatzpunkte für eine Verbesserung der Portfoliosteuerung von Venture Capital …
Ansatzpunkte für eine Verbesserung der Portfoliosteuerung von Venture Capital …
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 …
Robust portfolio optimization with applications in currencies and private equity
LR Heredia - 2013 - search.proquest.com
ROBUST PORTFOLIO OPTIMIZATION WITH APPLICATIONS IN CURRENCIES AND PRIVATE
EQUITY Page 1 ROBUST PORTFOLIO OPTIMIZATION WITH APPLICATIONS IN CURRENCIES …
EQUITY Page 1 ROBUST PORTFOLIO OPTIMIZATION WITH APPLICATIONS IN CURRENCIES …