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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
Finance research letters
11
European journal of operational research : EJOR
8
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Impact of size and flows on performance for funds of hedge funds
Xiong, James X.
;
Idzorek, Thomas
;
Chen, Peng
;
Ibbotson, …
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 118-130
Persistent link: https://www.econbiz.de/10003859369
Saved in:
2
Fund of funds, portable alpha, and portfolio optimization
Chen, Peng
;
Jiang, George J.
;
Zhu, Kevin X.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 79-92
Persistent link: https://www.econbiz.de/10003852142
Saved in:
3
ALTERNATIVE INVESTMENTS - Venture Capital and its Role in Strategic Asset Allocation
Chen, Peng
;
Baierl, Gary T.
;
Kaplan, Paul D.
- In:
The journal of portfolio management : a publication of …
28
(
2002
)
2
,
pp. 83-89
Persistent link: https://www.econbiz.de/10006561339
Saved in:
4
STRATEGIES - Choosing Managers and Funds - The authors describe a method for selecting portfolios of managers or mutual funds to implement a target asset allocation. The goal is to maximize alpha for each level of tracking error. This routine is designed to meet manager-imposed minimum investment requirements by using discrete optimization techniques. A step-by-step example illustrates the ...
Baierl, Gary T.
;
Chen, Peng
- In:
The journal of portfolio management : a publication of …
26
(
2000
)
2
,
pp. 47-53
Persistent link: https://www.econbiz.de/10006571247
Saved in:
5
HEDGE FUNDS AND MUTUAL FUNDS - IMPACT OF SIZE AND FLOWS ON PERFORMANCE FOR FUNDS OF HEDGE FUNDS
Xiong, James
;
Idzorek, Thomas
;
Chen, Peng
;
Ibbotson, Roger
- In:
The journal of portfolio management : a publication of …
35
(
2009
)
2
,
pp. 118-130
Persistent link: https://www.econbiz.de/10008177013
Saved in:
6
FUND OF FUNDS - FUND OF FUNDS, PORTABLE ALPHA, AND PORTFOLIO OPTIMIZATION
Chen, Peng
;
Jiang, George J.
;
Zhu, Kevin X.
- In:
The journal of portfolio management : a publication of …
35
(
2009
)
3
,
pp. 79-92
Persistent link: https://www.econbiz.de/10008248678
Saved in:
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