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Strategic Asset Allocation with Illiquid Alternatives

Publication: Strategic Asset Allocation with Illiquid Alternatives. Published Jul 15, 2022.

arxiv.orgPublished Jul 15, 2022
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Overview

Publication: Strategic Asset Allocation with Illiquid Alternatives. Published Jul 15, 2022.

Publication information

Publication title
Strategic Asset Allocation with Illiquid Alternatives
Authors
Eric Luxenberg, Stephen Boyd, Mykel Kochenderfer, Misha van Beek, Wen Cao, Steven Diamond, Alex Ulitsky, Kunal Menda, Vidy Vairavamurthy
Published
Jul 15, 2022
Last publication revision
Jul 15, 2022
Subject areas
math.OC, eess.SY, q-fin.PM
Publication source
arxiv.org · abs/2207.07767v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2207.07767 ↗

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