Portfolio Structure

Portfolio Optimization with Private Equity Funds
Buchner, Axel

Private Equity Benchmarks and Portfolio Optimization
Cumming, Douglas J. and Hass, Lars Helge and Schweizer, Denis
Journal of Banking and Finance, Forthcoming (April 15, 2013).

Strategic Asset Allocation and the Role of Alternative Investments
Cumming, Douglas; Haß, Lars Helge; Schweizer Denis

Strategic Hedge Fund Portfolio Construction that Incorporates Higher Moments
Kaiser, Dieter G. and Schweizer, Denis
Financial Markets, Institutions and Instruments, 2012, Vol. 21, 241-260