Grace (Tiantian) Qiu

GIC

280 Park Avenue, 9th floor

New York, NY 10017

United States

SCHOLARLY PAPERS

3

DOWNLOADS

618

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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

View new research: "Harnessing the Potential of Private Assets: A Framework for Institutional Portfolio Construction," PGIM IAS, June 2021. Available here: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3877588 , 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: 14 Sep 2021
Junying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle Teng and KC Wong
PGIM-IAS, GIC Private Limited, GIC, Independant, PGIM-IAS and GIC
Downloads 347 (164,623)

Abstract:

Loading...

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.

Harnessing the Potential of Private Assets: A Framework for Institutional Portfolio Construction

PGIM IAS - June 2021
Number of pages: 23 Posted: 13 Jul 2021 Last Revised: 01 Mar 2023
Junying Shen, Michelle Teng, Ding Li and Grace (Tiantian) Qiu
PGIM-IAS, PGIM-IAS, GIC Private Limited and GIC
Downloads 271 (213,414)
Citation 3

Abstract:

Loading...

PGIM, PGIM IAS, institutional portfolios, institutional investors, illiquid private assets, CIOs, asset allocation, returns, liquidity structure, defined benefit plans, private investing, multi-asset, glide paths, liquidity risk, cash flow, private credit, private equity, real estate, PE funds, capi

3.

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
Mark Kritzman, Ding Li, Grace (Tiantian) Qiu and David Turkington
Windham Capital Management, GIC Private Limited, GIC and State Street Associates

Abstract:

Loading...

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