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[ ]another set of studies reports that since 1990, about 80% of annual realized excess stock returns on US stocks have occurred on less than 2% of trading days [ ]these investors should have a meaningful allocation to non-publicly traded assets, from private equity and debt to real estate and infrastructure Sullivan reports that after adjusting for the risk of stock and bond markets, hedge fund managers as a group have shown a marked decline in risk-adjusted alpha in the 10 years following the GFC
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[ ]more beguiling for me personally, is the Little proposal of an empirical “fit” to the free boundary [ ]there is much room for additional research here [ ]this effort is an important contribution to derivative analysis of variable annuities
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