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Keywords: Alternative Investment
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Journal Articles
Analysis on the Risk Return Profile of Alternative Assets Under Reference Portfolio Concept
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (2): 193–209.
Published: 31 May 2019
... investments. The reference portfolio is the benchmark portfolio used in strategic asset allocation by pension funds. This can serve as the opportunity costs of alternative investments. We use the realized IRR’s from actual investments, and estimate the risk-return characteristics of alternative investments...
