This research explores the effects of adding bitcoin to an optimal portfolio (naïve, long-only,
semi-constrained with and without bitcoin shorting) by relying on the mean-CVaR approach …

Private wealth management is the investment management specialization focused on high-
net-worth individuals and families. Portfolio design and investment solutions in private …

This research explores the effects of adding bitcoin to an optimal portfolio (naïve, long-only,
unconstrained and semi-constrained) by relying on mean-CVaR in the Chinese market …

While there is a tax cost to recognizing the capital gain, doing so resets the holding period
and buys the option to recognize future capital losses. By thinking ahead and paying a long …

The authors analyze the performance of the private equity secondaries market during the
recent financial crisis. They show that the effective market liquidity contracted severely in …

When should you harvest a tax loss? Tax-loss harvesting is a strategy used to improve the
net of tax returns of a portfolio, where an investor deliberately sells assets that have incurred …

This research explores the effects of adding bitcoin to an optimal portfolio (naïve, long-only,
unconstrained and semi-constrained) by relying on a mean-CVaR approach. We explore …

This article investigates digital objects in video games as an alternative investment from
2015 to 2020. The authors use the Steam Community Market of the Counter-Strike Global …

SOMEONE WILL MAKE MONEY ON YOUR FUNDS-WHY NOT YOU?" This book is a
treasure trove of practical research and pithy thoughts based on Gastineau's decades of …

For a taxable investor with a highly appreciated equity portfolio, replacing the portfolio
manager is likely to trigger substantial tax liabilities. We focus on transitioning an …