Investments in Private Equity: Performance, Manager Selection and Asset Allocation

2006 ◽  
Author(s):  
daniel toledano
Keyword(s):  
Asset Allocation ◽  
Private Equity ◽  
Manager Selection

The study of mixed assets allocation based on Black–Litterman model

2021 ◽  
pp. 2150022
Author(s):  
Jianwu Lin ◽  
Mengwei Tang ◽  
Jiachang Wang ◽  
Ping He
Keyword(s):  
Stock Market ◽  
Asset Allocation ◽  
Private Equity ◽  
Equity Market ◽  
Research Topic ◽  
Allocation Model ◽  
Quantitative Models ◽  
Challenging Research ◽  
Qualitative Models ◽  
New Type

With Private Funds having a new type of license for asset allocation practice in China, comprehensive asset allocation cross private equity and stock market has received more attention. However, most of the studies focus more on the stock market, and asset allocation models for private equity market that are mainly made based on experience. Thus, the joint allocation of assets crosses both markets making it a challenging research topic. This paper introduces the Black–Litterman model into the private equity market, realizing the transition from qualitative models to quantitative models. It lays a solid quantitative ground for the mixed asset allocation model in both the markets.

Picking Partners: Manager Selection in Private Equity

2021 ◽  
Author(s):  
Amit Goyal ◽  
Sunil Wahal ◽  
M. Deniz Yavuz
Keyword(s):  
Private Equity ◽  
Manager Selection

Private equity in 401(K) plans – a trillion dollar opportunity?

2020 ◽  
Vol 21 (2/3) ◽  
pp. 85-91
Author(s):  
Robert L. Sichel ◽  
William P. Wade ◽  
Ruth E. Delaney ◽  
Kristina M. Zanotti ◽  
Michael McGrath
Keyword(s):  
Asset Allocation ◽  
Asset Management ◽  
Institutional Investors ◽  
Private Equity ◽  
Direct Access ◽  
Content Type ◽  
Regulatory Guidance ◽  
Private Market ◽  
Different Types ◽  
Asset Managers

Purpose To explain recent regulatory guidance for different types of stakeholders, including asset managers, fund complexes, and institutional investors. Design/methodology/approach Summary of recent regulatory guidance and explanation for different types of stakeholders, including asset managers, fund complexes, and institutional investors. Findings While the U.S. Department of Labor’s (DOL’s) letter does not open the door to direct access to Private Market Investments by 401(k) plan participants, it does provide a framework for the expanded use of private equity and, we believe, other types of Private Market Investments in managed asset allocation funds such as target date funds. Originality/value Practical guidance from experienced asset management and investment funds and ERISA lawyers.

Sovereign wealth funds face new global environment

2015 ◽  
Keyword(s):  
Asset Allocation ◽  
Asset Management ◽  
Private Equity ◽  
Investment Decisions ◽  
Infrastructure Investment ◽  
Equity Fund ◽  
Sovereign Wealth Funds ◽  
Content Type ◽  
Private Equity Fund ◽  
The Silk Road

Subject Outlook for sovereign wealth funds. Significance The world's largest sovereign wealth funds (SWFs) manage more than 3 trillion dollars in assets, but budgetary pressure from lower oil prices is causing Saudi Arabia and others to dip into the funds. Even with some outflows, SWFs remain large strategic investors, and their investment decisions have important effects. China is investing in infrastructure in its neighbouring countries and expects the SWFs to cooperate with the Silk Road Fund (SRF), a new state-backed private equity fund. Impacts If oil-producing countries' SWFs sell assets massively, there may be disruptions in the affected markets. The largest SWFs' growing focus on risk management leaves them better positioned to manage funding challenges and withdrawal risk. Strategic asset allocation will be further directed to meet the strong demand for infrastructure investment in emerging markets. Banks that have brokered deals for SWFs will need to find new customers to compensate for the reduced business. A search for yield may reverse the trend of a falling share of SWFs assets being managed externally, benefiting asset management firms.

Asset Allocation with Private Equity

CFA Digest ◽  
2005 ◽  
Vol 35 (4) ◽  
pp. 3-4
Author(s):  
Charles F. Peake
Keyword(s):  
Asset Allocation ◽  
Private Equity

Private Equity Asset Allocation: How to Recommit?

CFA Digest ◽  
2015 ◽  
Vol 45 (6) ◽  
Author(s):  
Victor E. Jarosiewicz
Keyword(s):  
Asset Allocation ◽  
Private Equity

I profili di criticitŕ del Private equity negli schemi di asset allocation

2011 ◽  
pp. 509-531
Author(s):  
Gabriele Sampagnaro
Keyword(s):  
Asset Allocation ◽  
Private Equity

Lo scopo di questo contributo č quello di descrivere i profili di criticitŕ che si affrontano nell'adattamento degli schemi tradizionali di(di tipo mediavarianza) agli investimenti in Private equity (Pe). L'elevato livello di illiquiditŕ degli investimenti in Pe alterano i valori dei parametri di rischio e di rendimento generando, a cascata, effetti di instabilitŕ e di inaffidabilitŕ delle frontiere efficienti. Nel corso del lavoro si procede, in particolare, ad una discussione circa: i) i fattori esplicativi dell'alterazione dei rendimenti (e, conseguentemente, dei rischi e delle correlazioni), ii) le metodologie piů diffuse per la neutralizzazione delle distorsioni sulle serie storiche nonché iii) le implicazioni per gli analisti deputati alla costruzione di un portafoglio diversificato comprensivo di una quota di Private equity.

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