[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 …
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 L’Ahelec
(2016) with 1,000 simulations for the out-of-sample period between January 1999 and June …
(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 L’Ahelec (2016) with realistic constraints …
large-scale simulation framework of Molyboga and L’Ahelec (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 …
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 …
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 L’Ahelec, Asha Mehta, Heidi Pickett, …
Sherman, Meredith Jones, Katy Kaminski, Christophe L’Ahelec, Asha Mehta, Heidi Pickett, …
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 L’Ahelec (2016) with 1,000 simulations for the out-ofsample period between …
Molyboga and L’Ahelec (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 …
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). …
larger for 2 and 4 than for 3 and 5… AHelec is not negligible (8 kJmol1 in average, see Table 3). …