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Alternatives and Liquidity: Will Spending and Capital Calls Eat Your “Modern” Portfolio?
3 references·2 citing·18 second hop
Alternatives and Liquidity: Will Spending and Capital Calls Eat Your “Modern” Portfolio? (2008)Alternatives and Liquidity: Will Spending…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…Illiquid Alternative Asset Fund Modeling (2002)Illiquid Alternative Asset Fu…Do Hedge Funds Hedge? (2001)Do Hedge Funds Hedge?Waiting to Be Called: The Impact of Manager Discretion and Dry Powder on Private Equity Real Estate Returns (2017)Waiting to Be Called: The Imp…Perspectives from the Literature of Private Wealth Management (2011)Perspectives from the Literat…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Are Investors Reluctant to Realize Their Losses? (1998)The Performance of Private Equity Funds (2008)Private Equity Performance: What Do We Know? (2014)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)The Financing of R&D and Innovation (2010)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)The journal of financial economics (1993)The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2002)Hedge Funds: Risk and Return (2005)Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Institutional Investment in Listed Private Equity (2011)Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects (2013)Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management (2020)
this work references cited by second hop

References

  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
  • 2001Do Hedge Funds Hedge?523 cited
  • 2002Illiquid Alternative Asset Fund Modeling81 cited

Cited by

  • 2011Perspectives from the Literature of Private Wealth Management24 cited
  • 2017Waiting to Be Called: The Impact of Manager Discretion and Dry Powder on Private Equity Real Estate Returns21 cited

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