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Fitting Private Equity into the Total Portfolio Framework

Alexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie Fink
The Journal of Portfolio Management November 2019, jpm.2019.1.106; DOI: https://doi.org/10.3905/jpm.2019.1.106
Alexander Rudin
is managing director of State Street Global Advisors in Boston, MA
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Jason Mao
is vice president of State Street Global Exchange in Boston, MA
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Nan R. Zhang
is vice president of State Street Global Exchange in Cambridge, MA
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Anne-Marie Fink
is managing director of State Street Global Advisors in Stamford, CT
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Article Information

jpm.2019.1.106
DOI 
https://doi.org/10.3905/jpm.2019.1.106

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online September 10, 2019.

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  • You are currently viewing a Latest version of this article (September 10, 2019 - 04:08).
  • latest version (September 11, 2019 - 04:07).
  • latest version (September 17, 2019 - 21:47).
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Copyright & Usage 
© 2019 Pageant Media Ltd

Author Information

  1. Alexander Rudin
    1. is managing director of State Street Global Advisors in Boston, MA. (alexander_rudin{at}ssga.com)
  2. Jason Mao
    1. is vice president of State Street Global Exchange in Boston, MA. (xmao{at}statestreet.com)
  3. Nan R. Zhang
    1. is vice president of State Street Global Exchange in Cambridge, MA. (nzhang2{at}statestreet.com)
  4. Anne-Marie Fink
    1. is managing director of State Street Global Advisors in Stamford, CT. (anne-marie_fink{at}ssga.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Journal of Portfolio Management: 49 (4)
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Fitting Private Equity into the Total Portfolio Framework
Alexander Rudin, Jason Mao, Nan R. Zhang, Anne-Marie Fink
The Journal of Portfolio Management Sep 2019, jpm.2019.1.106; DOI: 10.3905/jpm.2019.1.106

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Fitting Private Equity into the Total Portfolio Framework
Alexander Rudin, Jason Mao, Nan R. Zhang, Anne-Marie Fink
The Journal of Portfolio Management Sep 2019, jpm.2019.1.106; DOI: 10.3905/jpm.2019.1.106
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  • Article
    • Abstract
    • RISK ESTIMATION THROUGH UNSMOOTHING
    • SIMULATED MINI-PROGRAMS AND OPTIMAL FACTOR MODELS FOR PRIVATE EQUITY
    • EVOLUTION OF PRIVATE EQUITY RISKS ACROSS TIME
    • OPTIMAL ALLOCATION TO PRIVATE EQUITY WITHIN THE TOTAL PORTFOLIO
    • TAKEAWAYS AND CONCLUDING REMARKS
    • ADDITIONAL READING
    • ENDNOTES
    • REFERENCES
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