Descriptive statistics of the alternative asset classes are based on quarterly net of fees log
returns data from March 1990 to December 2009. The total number of observations is 80 …

Introduction At the core of any investment lies the return on investment. To gain a favorable
return, an investor should take investment-related risks. The interaction between risk and …

Modern Portfolio Theory is a theory which was introduced by Markowitz, and which suggests
the building of a portfolio with assets that have low or, in the best case, negative correlation …

This thesis examines the relationship between changes in interest rates and the allocation of
pension funds to alternative assets through empirical research. Data for this study was …

Recent publications have explored the topic of alternative investment assets by M. Anson [1],
L. Swedroe, D. Kizer [2], and V. Debski [3], who presented varying perspectives on defining …

The article delves into evaluating the capital requirements of institutional investors for
managing the risks in portfolios encompassing alternative investments and cryptocurrencies …

Historically, some alternative investments have achieved higher returns than their traditional
counterparts and have exhibited low (er) correlation with other assets. These characteristics …

Alternative investments have increasingly been used to complement a traditional portfolio of
stocks and bonds. Among them, Private Equity is found to be able to provide diversification …

This thesis assesses the impact of alternative asset classes to investment portfolio risk-return
characteristics from the perspective of BRICS investor following Markowitz mean-variance …

یکی از مهم‌ترین دغدغه‌های همیشگی سرمایه‌گذاران انتخاب بهترین فرصت‌های سرمایه‌گذاری با
بیشترین ارزش سرمایه‌گذاری است و با توجه به گزینه‌های مختلف برای سرمایه‌گذاری، تنوع بخشی …‎