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Macro factor model : application to liquid private portfolios
Gladstone, Scott; Madhavan, Ananth Narayan; Rana, Anita; … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 72-90
Persistent link: https://www.econbiz.de/10012503369
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Private equity : risks and opportunities : webinar summary
Fabozzi, Frank J. (panelist); Anson, Mark J. P. (panelist);  … - In: The journal of portfolio management : JPM 48 (2022) 9, pp. 11-23
Persistent link: https://www.econbiz.de/10014232101
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Integrating private equity in a liquid multi-asset portfolio
Aliaga-Diaz, Roger; Renzi-Ricci, Giulio; O'Connor, Brennan - In: The journal of portfolio management : JPM 48 (2022) 9, pp. 39-60
Persistent link: https://www.econbiz.de/10014232108
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Takahashi-Alexander revisited : modeling private equity portfolio outcomes using historical simulations
Beutler, Dawson; Billias, Alex; Holt, Sam; Lerner, Joshua; … - In: The journal of portfolio management : JPM 49 (2023) 7, pp. 144-158
Persistent link: https://www.econbiz.de/10014308095
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Tax-smart portfolio valuation and performance measurement
Kalotay, Andrew J. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 50-56
Persistent link: https://www.econbiz.de/10012613442
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Socially responsible investing strategies under pressure : evidence from the COVID-19 crisis
Capelle-Blancard, Gunther; Desroziers, Adrien; Zerbib, … - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 178-197
Persistent link: https://www.econbiz.de/10012613474
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Gains from Markowitz optimization : evidence from reoptimization of mutual fund holdings
Elavia, Tony; Kothari, S. P.; Li, Xu; You, Haifeng - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 199-218
Persistent link: https://www.econbiz.de/10013175476
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Asset allocation and private market investing
Shen, Junying; Li, Ding; Qiu, Grace; Jeet, Vishv; Teng, … - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 71-82
Persistent link: https://www.econbiz.de/10012486043
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Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation
Xia, Steve Q.; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 135-144
Persistent link: https://www.econbiz.de/10012486055
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Strategic asset allocation for endowment funds
Jacobs, Kathleen E.; Kobor, Adam - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 114-127
Persistent link: https://www.econbiz.de/10012503372