In this article, we investigate risk return characteristics and diversification benefits when private equity is used as … investments. When the portfolio size is increased from 15 to 200 there are few marginal risk diversification effects on the one …. There is a high marginal diversifiable risk reduction of about 80% when the portfolio size is increased to include 15 …

In this article, we investigate risk return characteristics and diversification benefits when private equity is used as … investments. When the portfolio size is increased from 15 to 200 there are few marginal risk diversification effects on the one …. There is a high marginal diversifiable risk reduction of about 80% when the portfolio size is increased to include 15 …

of generating a return using structured funds as vehicles for investment. With financial markets in turmoil, art as an … alternative asset class is being incorporated into portfolios in the interest of diversification. However, the volatility and … investigate two art funds, the London Fine Art Fund and The Art Trading Fund, and assess how they operate as vehicles for …

This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds … diversification across financing stages, but increases with diversification across industries. Accordingly, the fraction of portfolio … companies which have a negative return or return nothing at all, increase with diversification across financing stages …

Colombian Stock Market for the First Half of 2008</h2> This paper shows a special situation where a portfolio created based on … Tobin’s separation theorem does not match the Markowitz efficient set. Next a review of Markowitz´s portfolio selection … covariances of these returns, nor to suggest an optimal portfolio for an investor with a particular utility function, but to …

contrarian strategy by believing that loser portfolio will experience of rebound conversely degradation at share winner portfolio …

returns are close to empirically observed average fund returns for moderately risk tolerant LPs with private equity … allocations up to 40%. Likewise, optimal portfolio allocations for these LPs are similar to those observed in practice. More risk …

institutional allocations to private equity and across-fund diversification, our analysis reveals that certainty equivalent returns … in PE fund investing are 2-to-8% lower than if inferred from average fund performance levels. The results provide new …Uncertainty about manager skill and diversification constraints are hallmarks of investing in alternative assets. This …

possibility of risky assets diversification to obtain the optimal return/risk ratio. Consequently, this paper aims to examine the … risk, with lower volatility toward market changes and major specific risk. For the Hungarian portfolio, the performance is …-known theories of financial instruments' risk minimization is the modern portfolio theory, which is the collection of tools and …

inclusion of even a small proportion of Bitcoins, say 3%, may dramatically improve the risk-return trade-off of welldiversified … the standpoint of a U.S. investor with a diversified portfolio including both traditional assets (worldwide stocks, bonds … distinctive features, including exceptionally high average return and volatility. Its correlation with other assets is remarkably …