Ding Li

GIC Private Limited

Senior Vice President

168 Robinson Road

#37-01

Singapore, 068912

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

127

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Building a Better Portfolio: Balancing Performance and Liquidity - Executive Summary

Full Text Journal Article: "Asset Management and Private Market Investing,” The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82 , DOI: https://doi.org/10.3905/jpm.2021.1.211
Number of pages: 4 Posted: 11 Nov 2020 Last Revised: 24 Mar 2021
PGIM-IAS, GIC Private Limited, GIC, PGIM-IAS, PGIM-IAS and GIC
Downloads 127 (264,450)

Abstract:

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PGIM, PGIM IAS, PGIM Institutional Advisory & Solutions, PGIM Institutional Advisory & Solutions (IAS), portfolio construction, portfolio allocation, private assets, liquidity risk, asset allocation, commitment strategy, public market equivalent, Takahashi and Alexander, pacing strategy, PME

2.

Portfolio Choice with Path-Dependent Preferences

Kritzman, Mark and Li, Ding and Qiu, Grace (Tiantian) and Turkington, David, Portfolio Choice with Path-Dependent Scenarios (January 15, 2021). Financial Analysts Journal, 2021, 77(1): 90–100.
Posted: 15 Jun 2020 Last Revised: 30 Mar 2021
Windham Capital Management, GIC Private Limited, GIC and State Street Associates

Abstract:

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Informativeness, Mahalanobis Distance, Partial Sample Regression, Relevance, Scenario Analysis, Statistical Similarity