[BOOK][B] The effectiveness of the Piotroski screen for value stock selection on the JSE

JC Van der Merwe - 2012 - search.proquest.com
This research project investigated the effectiveness of the Piotroski screen to select
financially sound stocks from the upper quintile of high book-to-market value (growth) stocks …

Generating superior performance in private equity: A new investment methodology

SP Kothari, CFA Danilov, A Konstantin, G Swamy - 2013 - papers.ssrn.com
This paper provides a new investment methodology for private equity portfolios that applies
principles of investment management used in traditional asset classes. We apply Modern …

Solvency II: Regulation Change and Hedge Fund Evolution

M Vaissié - The Journal of Alternative Investments, 2012 - search.proquest.com
The growing complexity of financial markets makes it increasingly challenging for
institutional investors to manage their asset-liability profile efficiently. This is especially true …

Unambiguous Performance: Towards a Less Imperfect Way of Measuring, Analyzing, and Understanding Private Equity Performance

G Swamy - Analyzing, and Understanding Private Equity …, 2014 - papers.ssrn.com
In this paper, we elaborate on the particular challenges in understanding and measuring
private equity performance. We examine commonly used measures including IRR (internal …

Asset Allocation with Modern Alternatives

S Mackey - Proceedings of the Northeast Business & …, 2015 - search.proquest.com
Research has shown that mutual fund and even hedge fund alphas have been non-existent
or declining in the past two decades, especially after accounting for the fees charged by …

[PDF][PDF] Renditeorientierte Diversifikation 2.0 und Risiko-Overlays: Systematische prognosefreie Umsetzung

D Söhnholz - 2012 - academia.edu
Based on the 1/N multi-asset “ideal portfolio” developed in the so-called diversification book
by Söhnholz/Rieken/Kaiser in 2010, a simple to implement ETF portfolio is developed. The …