Junying Shen

PGIM-IAS

Vice President

Prudential Tower

655 Broad Street, 19th Floor

Newark, NJ 07102

United States

SCHOLARLY PAPERS

3

DOWNLOADS

190

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

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 132 (258,585)

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.

Asset Allocation for “End-State” Portfolios

PGIM IAS - September 2019
Number of pages: 28 Posted: 11 Nov 2020 Last Revised: 14 Jan 2021
Michelle Teng and Junying Shen
PGIM-IAS and PGIM-IAS
Downloads 41 (496,697)

Abstract:

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PGIM, PGIM IAS, PGIM Institutional Advisory & Solutions, PGIM Institutional Advisory & Solutions (IAS), portfolio construction, end-state, portfolio allocation, private assets, liquidity risk, pension run-off, defined benefit plans, funding ratio, illiquid assets, corporate pensions, funded status

3.

Riders in the Storm: How Volatility Events Affect Private Asset Class Performance

PGIM IAS - June 2020
Number of pages: 8 Posted: 06 Jan 2021
Junying Shen
PGIM-IAS
Downloads 17 (634,846)

Abstract:

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volatility shocks; volatility spikes; volatility events; volatility; private assets; real estate; private equity; private credit; VIX; portfolio rebalancing; portfolio strategy; PGIM; IAS, PGIM, PGIM Institutional Advisory & Solutions, Institutional Advisory & Solutions, PGIM IAS