This works focuses on the challenges posed by benchmarking private equity performance
and the solutions that have evolved in practice. The paper puts the practical approaches used …

In this research we address a significant challenge of today’s risk management theory and
practice, namely determining the credit outlook of sovereign entities. We present an …

This paper proposes an innovative practical solution to a unique problem confronting direct
real estate investments. The problem is rooted in a question as old as investing itself: what to …

Real estate and infrastructure as asset classes have traditionally been an essential part of
many diversified institutional portfolios, and legitimate candidates for the type of risk analysis …

Measuring the exposure to limited partnership funds investing in private assets is a key
challenge to multi-asset class investors. It arises from the long time lags between milestone …

… emilian@northinfo.com Emilian Belev is head of enterprise risk analytics at Northfield
Information Services in Boston. His responsibilities include modeling equity and fixed income, …

In our research we address a significant challenge of today’s risk management theory and
practice: determining the credit outlook of sovereign entities and incorporating this information …

The purpose of this paper is twofold. First, we estimate forward looking risk and return
characteristics of a theoretical commercial real estate portfolio employing real world hedonics with …