This chapter explains that venture capital has become an important asset class in many long‐term
strategic portfolios. Portfolio managers and analysts should be familiar with the …

A method for selecting portfolios of managers or mutual funds to implement a target asset
allocation is discussed. The goal is to maximize alpha for each level of tracking error. This …

B ecause of publicly the universe traded assets, of investible there are assets numerous is
much opportunities larger than the in privately universe held equity that investors should be …

… Gary T. Baierl and Peng Chen have focused on the misfit risk: they have created a model
that … exposure to non-normal risks than the one reached using the model of Baierl and Chen. …

… The model is similar in most ways to that presented in Baierl. Nishimura. and Yano [2], so …
Note that by assuming that kt^i = Fk(kk t-lk t) we are implicitly assigning complete depreciation …

Innovative approaches to putting asset allocation into practice Building on more than 15
years of asset-allocation research, Paul D. Kaplan, who led the development of the …

A comprehensive guide to alternative investments that reveals today's latest research and
strategies Historically low interest rates and bear markets in world stock markets have …

This study investigates the role of capital depreciation in economic fluctuations that may
appear in multi-sectoral models of optimal growth. In the standard literature on non-linear …

Alternative investments are defined as asset classes that fall outside of traditional investments,
such as stocks, bonds, and cash. Real estate, private equity, commodities, managed …

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The reviews cover a wide range of topics and are published on the InvestorLit website. Bruce …