Infrastructure: Real assets and real returns
R Bird, H Liem, S Thorp - European Financial Management, 2014 - Wiley Online Library
Little empirical work has been done on infrastructure as an asset class despite increased
allocations by institutional investors. We build a robust factor model of infrastructure returns …
allocations by institutional investors. We build a robust factor model of infrastructure returns …
[PDF][PDF] The tortoise and the hare: risk premium versus alternative asset portfolios
R Bird, H Liem, S Thorp - 2013 - academia.edu
Descriptive statistics of the alternative asset classes are based on quarterly net of fees log
returns data from March 1990 to December 2009. The total number of observations is 80 …
returns data from March 1990 to December 2009. The total number of observations is 80 …
[BOOK][B] Hedge fund excess returns under time-varying beta
R Bird, H Liem, SJ Thorp - 2010 - uts.edu.au
In this paper we construct a time-varying factor model of hedge fund returns. Prior to analysis
we investigate database biases arising from voluntary self-reporting and suggest how to …
we investigate database biases arising from voluntary self-reporting and suggest how to …
Private Equity: Strategies for Improving Performance
R Bird, H Liem, S Thorp - 2011 - ideas.repec.org
Existing research suggests the average private equity* manager does not create excess returns
over public markets net of fees. We confirm this result using a factor model that allows for …
over public markets net of fees. We confirm this result using a factor model that allows for …
The Academic Challenge: An Interview with Professor Stephen Brown on Developments in Modern Finance
H Liem - … Management: Meeting the Noble Challenges of …, 2012 - Wiley Online Library
This chapter presents an interview with Professor Stephen J. Brown on developments in
modern finance, in which he candidly answers some well‐posed questions about ‘‘book‐smart’’ …
modern finance, in which he candidly answers some well‐posed questions about ‘‘book‐smart’’ …
Company Secretary: You've Got Greenmail!-a Closer Look at the Merits of Hedge Fund Activism
H Liem - Keeping Good Companies, 2008 - search.informit.org
The history of hedge fund activism and its ongoing role in corporate governance is explored
in this article. The term 'greenmail' dates from the late 1980s when corporate raiders such as …
in this article. The term 'greenmail' dates from the late 1980s when corporate raiders such as …
Excess returns and diversification benefits from alternative investments: hedge funds, private equity and infrastructure
H Liem - 2012 - opus.lib.uts.edu.au
NO FULL TEXT AVAILABLE. Access is restricted indefinitely. ----- Following the success of
US endowments, institutional investors are allocating more funds to a range of alternative …
US endowments, institutional investors are allocating more funds to a range of alternative …
Practical Applications of The Tortoise and the Hare: Risk Premium versus Alternative Asset Portfolios
R Bird, H Liem, S Thorp, G Goyal - Practical Applications, 2014 - pm-research.com
While alternative investments reduce portfolio risk, implementing risk premia strategies using
liquid futures, ETFs and/or other low-cost products can offer superior diversification. The …
liquid futures, ETFs and/or other low-cost products can offer superior diversification. The …
The impact of financial innovations on the financial markets
E Fry - Investment Magazine, 2019 - search.informit.org
… Mercer principal, Harry Liem underlined the dearth of ETFs with an ESG focus. Liem said
there were a few, but not many ETFs with a sustainability theme. ANU has a Socially …
there were a few, but not many ETFs with a sustainability theme. ANU has a Socially …
[CITATION][C] Infrastructure–going global and listed
H Liem, D Timotijevic - Mercer Investment Consulting, New York, NY, 2005