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Interview with Ian Toner, CFA, of verus 访verus公司特许金融分析师伊恩-托纳
The Journal of Portfolio Management Pub Date : 2024-07-10 DOI: 10.3905/jpm.2024.1.628
Ian Toner
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引用次数: 0
Diversification and Asset Allocation in the Post-COVID Era 后 COVID 时代的分散投资和资产配置
The Journal of Portfolio Management Pub Date : 2024-05-16 DOI: 10.3905/jpm.2024.1.610
Kari Vatanen
{"title":"Diversification and Asset Allocation in the Post-COVID Era","authors":"Kari Vatanen","doi":"10.3905/jpm.2024.1.610","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.610","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"36 7","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140971314","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Amortizing Volatility across Private Capital Investments 摊销私人资本投资的波动性
The Journal of Portfolio Management Pub Date : 2024-04-12 DOI: 10.3905/jpm.2024.1.608
Mark Anson
{"title":"Amortizing Volatility across Private Capital Investments","authors":"Mark Anson","doi":"10.3905/jpm.2024.1.608","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.608","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"3 29","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140712271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Factor Edge: Optimized Private Debt Investing 因素优势：优化私募债务投资
The Journal of Portfolio Management Pub Date : 2024-04-10 DOI: 10.3905/jpm.2024.1.609
Thomas Mählmann, Ivo Reck
{"title":"The Factor Edge: Optimized Private Debt Investing","authors":"Thomas Mählmann, Ivo Reck","doi":"10.3905/jpm.2024.1.609","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.609","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"651 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140719248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
(Re)Balancing Act: The Interplay of Private and Public Assets in Dialing the Asset Allocation (再）平衡法：拨号资产配置中私人资产与公共资产的相互作用
The Journal of Portfolio Management Pub Date : 2024-04-06 DOI: 10.3905/jpm.2024.1.607
Redouane Elkamhi, Jacky Lee, M. Salerno
{"title":"(Re)Balancing Act: The Interplay of Private and Public Assets in Dialing the Asset Allocation","authors":"Redouane Elkamhi, Jacky Lee, M. Salerno","doi":"10.3905/jpm.2024.1.607","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.607","url":null,"abstract":"The growing trend of sovereign wealth and pension funds to allocate more towards private investments has made the management of asset allocation more complex. Traditional rebalancing methods, such as fixed weights rebalancing, encounter problems when applied to private assets, as their illiquidity and lags in appraisal valuations pose challenges. During financial crises, the delayed and smoothed valuations of private assets lead them to be overweight in portfolios, as public assets decline in values. Rebalancing the underweight public assets can increase leverage usage and, more importantly, deteriorate the fund’s liquidity position. To address these challenges, this article proposes a holistic rebalancing strategy: rebalance a portfolio to the desired factor allocation by complementing the factor exposures of existing private assets with an allocation to public assets that overall delivers the required factor allocation. This approach safeguards the liquidity position of a fund during market downturns by maintaining a more stable risk and leverage profile. It presents a more dynamic and risk-aware approach for rebalancing portfolios with private assets.","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"36 4","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140734360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Private Equity Valuation Primer 私募股权估值入门
The Journal of Portfolio Management Pub Date : 2024-04-04 DOI: 10.3905/jpm.2024.1.606
Jeffrey Hooke
{"title":"A Private Equity Valuation Primer","authors":"Jeffrey Hooke","doi":"10.3905/jpm.2024.1.606","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.606","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"7 8","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140743911","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Private Investing: A Survey of Issues and Solutions 私人投资：问题与解决方案调查
The Journal of Portfolio Management Pub Date : 2024-04-02 DOI: 10.3905/jpm.2024.1.605
Andrew Weisman, Joshua Shapiro
{"title":"Private Investing: A Survey of Issues and Solutions","authors":"Andrew Weisman, Joshua Shapiro","doi":"10.3905/jpm.2024.1.605","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.605","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"163 ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140754239","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Unpacking Private Equity Performance 解读私募股权投资业绩
The Journal of Portfolio Management Pub Date : 2024-03-30 DOI: 10.3905/jpm.2024.1.604
Gregory W. Brown, William M Volckmann
{"title":"Unpacking Private Equity Performance","authors":"Gregory W. Brown, William M Volckmann","doi":"10.3905/jpm.2024.1.604","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.604","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"54 51","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140363006","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimating the Alpha and Beta of Private Capital Using State Space Modeling and Bayesian Inference 利用状态空间建模和贝叶斯推理估算私人资本的 Alpha 和 Beta
The Journal of Portfolio Management Pub Date : 2024-03-29 DOI: 10.3905/jpm.2024.1.603
Vishv Jeet, Amit Partani, Rüdiger R. Stucke
{"title":"Estimating the Alpha and Beta of Private Capital Using State Space Modeling and Bayesian Inference","authors":"Vishv Jeet, Amit Partani, Rüdiger R. Stucke","doi":"10.3905/jpm.2024.1.603","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.603","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"51 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140366633","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Duration-Adjusted Return on Capital: A Novel Approach to Measuring Private Equity Performance 期限调整资本回报率：衡量私募股权投资业绩的新方法
The Journal of Portfolio Management Pub Date : 2024-03-29 DOI: 10.3905/jpm.2024.1.602
Massimiliano Saccone, Aureliano Gentilini
{"title":"Duration-Adjusted Return on Capital: A Novel Approach to Measuring Private Equity Performance","authors":"Massimiliano Saccone, Aureliano Gentilini","doi":"10.3905/jpm.2024.1.602","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.602","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"18 2","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140367425","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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