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Price and market risk reduction for bond portfolio selection in BRICS markets

Ortobelli Lozza, Sergio; Petronio, Filomena; Vitali, … - In: Investment management and financial innovations 15 (2018) 1, pp. 120-131

Persistent link: https://www.econbiz.de/10012001413

Exchange-traded private equity and venture capital companies and macroeconomic factors in Brazil

Souza, Samuel Martins de; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 16 (2015) 4, pp. 255-277

Persistent link: https://www.econbiz.de/10011458812

Optimal allocation to private equity

Giommetti, Nicola; Sørensen, Morten - 2021

We study the asset allocation problem of an institutional investor (LP) that invests in stocks, bonds, and private …

Persistent link: https://www.econbiz.de/10012584452

Active alpha : a portfolio approach to selecting and managing alternative investments

Dorsey, Alan H. - 2007

Persistent link: https://www.econbiz.de/10003423460

Listed Private Equity : Performance, Einflussfaktoren und Portfolioeffekte ; eine empirische Analyse

Stich, Fabian - 2011

Persistent link: https://www.econbiz.de/10008903476

Occupational choice and the private equity premium puzzle

Hintermaier, Thomas; Steinberger, Thomas - 2002

This paper suggests a solution to what has become known as the "private equity premium puzzle" (Moskowitz and Vissing-Jorgensen (2002)). We interpret occupational choice as a dynamic portfolio choice problem of a life-cycle investor facing a liquidity constraint and imperfect information about...

Persistent link: https://www.econbiz.de/10009725485