The market for #Art remains buoyant in 2019. However, we at #ActiveAllocator are unconvinced that Art can be classified as an ‘ alternative asset’ class to be rigorously included within investment portfolios.
Active Equity Management provides a comprehensive understanding of technical, fundamental, and economic signals used in equities trading. It explores in detail how such signals may be created, rigorously tested and successfully implemented. Filled with practitioner insights derived from years of experience in the hedge fund industry, and supported with academic theory, Active Equity Management provides an in-depth review of basic financial concepts, examines data sources useful for equities trading, and delves into popular seasonal effects and market indicators. It also highlights best practices in model development, portfolio construction, risk management, and execution. In combining topical thinking with the latest trends, research, and quantitative frameworks, Active Equity Management will help both the novice and the veteran practitioner understand the exciting world of equities trading.
ActiveAllocator approach to modeling Private Equity investment in Emerging Markets in portfolios – (1) use developed markets as starting point (2) scale up expected risk, return by EM public equities premium (3) add currency +- appreciation over holding period