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- W2079587389 abstract "Although I have a number of practical concerns related to the implementation of Xie et al.’s ideas, they should be commended for addressing this problem. As the volume of assets controlled by SWFs increase, it will be important to evaluate whether the management of the assets is aligned with the investment objectives. To this end, in future work Xie et al. should demonstrate whether their focus on forward-looking BlackLitterman asset return, which infers excess returns from relative market capitalizations, leads to new recommendations regarding the management of SWF assets." @default.
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- W2079587389 date "2015-01-01" @default.
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- W2079587389 title "Comments by Yingqi Wei, on A Multiple-Goal Investment Strategy for Sovereign Wealth Funds: An Application to China" @default.
- W2079587389 doi "https://doi.org/10.1162/asep_a_00321" @default.
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