portfolio management

213 Posts

The Place of Private Equity in a Diversified Investor’s Portfolio


The recent Chapter 11 bankruptcy protection filing of Energy Future Holdings Corporation — once the subject of the world’s largest leveraged buyout, and now the biggest private equity bankruptcy since the demise of Chrysler — casts an unflattering light on the rarefied sphere of private equity investment. We take the opportunity to review recent research on the place of private equity in a diversified investor’s portfolio. Read more

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Book Review: Risk–Return Analysis: The Theory and Practice of Rational Investing

Risk-Return Analysis: The Theory and Practice of Rational Investing

Drawing on his own prior research and that of others, Harry M. Markowitz addresses the objections to mean–variance analysis, concluding that it is central to finance for good reason. He proceeds from a set of incontrovertible premises to the conclusion that mean–variance analysis is the best tool available for addressing a wide range of portfolio-construction problems. Read more


Mapping the Global Market Portfolio (Podcast)

Global portfolio

In 2012, global investments comprised $91 trillion across a wide array of asset classes. But when clients at Robeco asked how their portfolios matched up against the market portfolio, Chief Strategist Ronald Doeswijk found that “there was hardly any research available about the global multi-asset market portfolio.” Read more

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