Viewing: 1 - 13 of 13 papers
1.
Measuring The Value of LP Fund-Selection Skill: A Fair Comparison Framework
PGIM IAS - April 2020
Number of pages: 16
Posted: 14 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
5
2.
What is the Optimal Number of Equity Managers? A CIO Toolkit for Manager Allocation
PGIM IAS - February 2020
Number of pages: 30
Posted: 14 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
7
3.
What’s in Your Real Asset Portfolio? Introducing RASA TM
PGIM IAS - May 2020
Number of pages: 16
Posted: 14 Jan 2021
Last Revised: 21 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
4
4.
Next-Generation Commodity Benchmarks: RASA TM Benchmarks Designed to Align with CIO Investment Objectives
PGIM IAS - November 2020
Number of pages: 12
Posted: 14 Jan 2021
Last Revised: 21 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
4
5.
When the Dust Flies: How Volatility Events Affect Asset Class Performance
PGIM IAS - April 2018
Number of pages: 20
Posted: 12 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
17
6.
The Diversity of Real Assets: Portfolio Construction for Institutional Investors
PGIM IAS - April 2019
Number of pages: 29
Posted: 06 Jan 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads
28
7.
Institutional Gold!
PGIM IAS - November 2019
Number of pages: 24
Posted: 06 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
28
8.
Riders in the Storm: How Volatility Events Affect Private Asset Class Performance
PGIM IAS - June 2020
Number of pages: 8
Posted: 06 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
11
9.
The Probability of Recession: A Critique of a New Forecasting Technique
PGIM IAS - June 2020
Number of pages: 16
Posted: 10 Dec 2020
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads
53
10.
Equity Portfolio Manager Active Risk and Information Ratio
PGIM IAS - November 2020
Number of pages: 19
Posted: 01 Dec 2020
Last Revised: 14 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
52
11.
Building a Better Portfolio: Balancing Performance and Liquidity
PGIM IAS - April 2020
Number of pages: 27
Posted: 11 Nov 2020
Last Revised: 14 Jan 2021
Working Paper Series
PGIM-IAS, GIC Private Limited, GIC, PGIM-IAS, PGIM-IAS and GIC
Downloads
100
12.
A Fair Comparison Framework: Risk and Reward in Private & Public Investments
PGIM IAS - October 2019
Number of pages: 16
Posted: 11 Nov 2020
Last Revised: 14 Jan 2021
Working Paper Series
PGIM-IAS
Downloads
28
13.
Asset Allocation for “End-State” Portfolios
PGIM IAS - September 2019
Number of pages: 28
Posted: 11 Nov 2020
Last Revised: 14 Jan 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads
31
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