Auflistung nach Autor:in "Al Ayad, Bilal"
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- PublikationResampling Private Markets for Asset Allocation(Hochschule für Wirtschaft FHNW, 2023) Al Ayad, Bilal; Von Arx, Dominik; Frei, Christian; StepStone Private Debt / Swiss Capital Alternative Investments AG, ZürichThe traditional approach to asset allocation using mean-variance optimization (MVO) has been a major breakthrough but it is not without criticism, particularly for private market investments. Recognizing the need for innovative solutions, StepStone seeks to explore alternatives, including Michaud's resampling method. The aim is to develop a more efficient and robust strategy, specific to the unique characteristics and demands of private market portfolios, prividing the basis for a comprehensive comparative analysis.11 - Studentische Arbeit