[HTML][HTML] A simulation-based methodology for evaluating hedge fund investments

M Molyboga, CL Ahelec - Journal of Asset Management, 2016 - Springer
This article introduces a large scale simulation framework for evaluating hedge funds’
investments subject to the realistic constraints of institutional investors. The method is …

[BOOK][B] Portfolio management with drawdown-based measures

M Molyboga, C L'Ahelec - 2017 - cmegroup.com
… This study uses the large scale simulation framework introduced in Molyboga and LAhelec
(2016) with 1,000 simulations for the out-of-sample period between January 1999 and June …

Portfolio management of commodity trading advisors with volatility targeting

M Molyboga - Journal of Investment Strategies (Forthcoming), 2018 - papers.ssrn.com
… (described in detail in Appendix C) and evaluate the impact of volatility targeting within the
large-scale simulation framework of Molyboga and LAhelec (2016) with realistic constraints …

Mechanism of oxidative addition of palladium (0) with aromatic iodides in toluene, monitored at ultramicroelectrodes

C Amatore, F Pfluger - Organometallics, 1990 - ACS Publications
… 2.38 for toluene then affords AH*elec(l, THF) = 35 kJ mol"1 and AH*elec(l, toluene) = 115
kJ mol"1 for a transition state corresponding to the electron-transfer mechanism (path ii in …

[PDF][PDF] Do alternative investments belong in pension fund portfolios?

M Molyboga, E Capital, C Parry Wang - content.auspicecapital.com.s3 …
As pension funds in the United States have grown in assets to $7.66 trillion in 2018, according
to Pensions and Investments1, their investment decisions such as a choice to allocate to …

[BOOK][B] Your Essential Guide to Quantitative Hedge Fund Investing

M Molyboga, LE Swedroe - 2023 - taylorfrancis.com
C.5 RISK PARITY … Larry and Marat are also grateful to Adam Duncan, Mila Getmansky
Sherman, Meredith Jones, Katy Kaminski, Christophe LAhelec, Asha Mehta, Heidi Pickett, …

Drawdowns

O Van Hemert, M Ganz, CR Harvey… - The Journal of …, 2020 - jpm.pm-research.com
… Second, they evaluate several drawdown-based minimum risk and equal-risk allocation
approaches within the large-scale simulation framework of Molyboga and LAhelec via a subset …

The Impact of Performance Fees on Multi-Manager CTA Portfolios

K Kaminski, M Molyboga - The Journal of Alternative …, 2019 - search.proquest.com
… To simulate return series, we use the large-scale simulation framework of MBB (2017) and
Molyboga and LAhelec (2016) with 1,000 simulations for the out-ofsample period between …

Performance prediction of power augmented electrothermal-hydrazine thrusters

D HAYN, M BRAITINGER… - 14th Joint Propulsion …, 1978 - arc.aiaa.org
Monopropellant hydrazine propulsion systems are almost exclusively used as auxiliary
propulsion systems for satellite orbit and attitude control with large total impulse and long …

Disclosing the Ligand-and Solvent-Induced Changes on the Spin Transition and Optical Properties of Fe (II)-Indazolylpyridine Complexes

S Vela Llausí, C Gourlaouen… - … , 2016, vol. 2, num. 1, p …, 2016 - diposit.ub.edu
… the adiabatic energy difference (AHelec) associated to the … It is observed that AHelec is
larger for 2 and 4 than for 3 and 5… AHelec is not negligible (8 kJmol1 in average, see Table 3). …