Mean-variance optimization with public and private asset classes
Yu (Ben) Meng, Pu (Paul) Zhang and Ryan Ong
| Year of publication: |
2016
|
|---|---|
| Authors: | Meng, Yu Ben ; Zhang, Pu Paul ; Ong, Ryan |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 14.2016, 4, p. 44-63
|
| Subject: | Private assets | illiquidity premium | transaction costs | autocorrelation | de-smoothing | mean-variance optimization | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Liquidität | Liquidity | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691359