Macro factor model : application to liquid private portfolios
Scott Gladstone, Ananth Madhavan, Anita Rana, and Andrew Ang
| Year of publication: |
2021
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|---|---|
| Authors: | Gladstone, Scott ; Madhavan, Ananth Narayan ; Rana, Anita ; Ang, Andrew |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 5, p. 72-90
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| Subject: | Private equity | real estate | other real assets | portfolio construction | Portfolio-Management | Portfolio selection | Private Equity | Immobilienfonds | Real estate fund | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Immobilien | Real estate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.231 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503369