Considerations in Allocating to Alternative Investments

When it comes to allocating to traditional asset classes mean-variance optimization approach is usually satisfactory. However, naively extending this approach does not work when constructing strategic portfolios using alternative asset classes

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Year of publication:	2018
Authors:	Jain, Sameer ; Shahi, Manoj
Publisher:	[S.l.] : SSRN
Subject:	Kapitalanlage \| Financial investment \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Allokation \| Allocation \| Hedgefonds \| Hedge fund \| Investmentfonds \| Investment Fund \| Private Equity \| Private equity

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Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2018 erstellt
Other identifiers:	10.2139/ssrn.3115019 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014116709