Macro factor model : application to liquid private portfolios
Year of publication: |
2021
|
---|---|
Authors: | Gladstone, Scott ; Madhavan, Ananth Narayan ; Rana, Anita ; Ang, Andrew |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 5, p. 72-90
|
Subject: | Private equity | real estate | other real assets | portfolio construction | Portfolio-Management | Portfolio selection | Private Equity | Immobilienfonds | Real estate fund |
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