{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":4,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":68,"n_cols":5,"rows_kept":68,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[3,2,3,3],[4,2,4,3],[5,2,5,3],[6,2,6,3],[7,2,7,3],[8,2,8,3],[9,2,9,3],[12,2,12,3],[12,4,12,5],[13,2,13,3],[13,4,13,5],[14,2,14,3],[15,2,15,3],[16,2,16,3],[18,2,18,3],[18,4,18,5],[19,2,19,3],[19,4,19,5],[20,2,20,3],[21,2,21,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[29,2,29,3],[30,2,30,3],[35,2,35,3],[39,2,39,3],[39,4,39,5],[40,2,40,3],[40,4,40,5],[41,2,41,3],[41,4,41,5],[42,2,42,3],[45,2,45,3],[49,2,49,3],[50,2,50,3],[51,2,51,3],[52,2,52,3],[53,2,53,3],[56,2,56,3],[57,2,57,3],[59,2,59,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910822942503321"]
[null,null,"Titolo",null,"Area de superficie y volumen de formas de 3 dimensiones"]
[null,null,"Pubbl/distr/stampa",null,"[Place of publication not identified] : , : Classroom Complete Press, , [2015]"]
[null,null,"ISBN",null,"1-77167-487-3"]
[null,null,"Descrizione fisica",null,"1 online resource (20 p.)"]
[null,null,"Collana",null,"Geometria"]
[null,null,"Disciplina",null,"513"]
[null,null,"Soggetti",null,"Area measurement"]
[null,null,"Lingua di pubblicazione",null,"Spagnolo"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,"2.","Record Nr.",null,"UNISALENTO991002462459707536"]
[null,null,"Titolo",null,"Annuario dell'anno ...  / Ente, nazionale idrocarburi, ENI, Scuola di studi superiori sugli idrocarburi"]
[null,null,"Pubbl/distr/stampa",null,"Roma, 1957/58-1967/68"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Periodico"]
[null,"3.","Record Nr.",null,"UNINA9910969547403321"]
[null,null,"Titolo",null,"Community identity in Judean historiography : biblical and comparative perspectives / / edited by Gary N. Knoppers and Kenneth A. Ristau"]
[null,null,"Pubbl/distr/stampa",null,"Winona Lake, IN, : Eisenbrauns, 2009"]
[null,null,"ISBN",null,"9781575066110"]
[{"$nulls":4},"1575066114"]
[null,null,"Descrizione fisica",null,"1 online resource (297 p.)"]
[null,null,"Disciplina",null,"933.0072"]
[null,null,"Soggetti",null,"Ethnicity in the Bible"]
[{"$nulls":4},"Jews - History - To 70 A.D - Historiography"]
[{"$nulls":4},"Jews - Identity - Historiography"]
[{"$nulls":4},"Jews - Identity - History"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","TRAITEMENT SOMMAIRE."]
[{"$nulls":4},"Titre de l'ecran-titre (visionne le 14 fevr. 2012)."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and indexes."]
[null,null,"Nota di contenuto",null,"Contents; Contributors to Community Identity in Judean Historiography; Introduction; Israel and the Nomads of Ancient Palestine; David: Messianic King or Mercenary Ruler?; A Comparative Study of the Exilic Gap in Ancient Israelite, Messenian, and Zionist Collective Memory; Are There Any Bridges Out There? How Wide Was the Conceptual Gap between the Deuteronomistic History and Chronicles?; Characters in Stone: Royal Ideology and Yehudite Identity in the Behistun Inscription and the Book of Haggai"]
[{"$nulls":4},"The Diaspora in Zechariah 1-8 and Ezra-Nehemiah: The Role of History, Social Location, and Tradition in the Formulation of IdentityEthnicity, Genealogy, Geography, and Change: The Judean Communities of Babylon and Jerusalem in the Story of Ezra; Ezra's Mission and the Levites of Casiphia; Textual Identities in the Books of Chronicles: The Case of Jehoram's History; Reading and Rereading Josiah: The Chronicler's Representation of Josiah for the Postexilic Community; Identity and Empire, Reality and Hope in the Chronicler's Perspective; Index of Authors; Index of Scripture"]
[null,null,null,"Sommario/riassunto","Most of the essays in this volume stem from the special sessions of the Historiography Seminar of the Canadian Society for Biblical Studies, held in the late spring of 2007 (University of Saskatchewan). The papers in these focused sessions dealt with issues of self-identification, "]
[{"$nulls":4},"community identity, and ethnicity in Judahite and Yehudite historiography. The scholars present addressed a range of issues, such as the understanding, presentation, and delimitation of “Israel” in various biblical texts, the relationship of Israelites to Judahites in Judean historical writings, the definition of Israel over against other peoples, and the possible reasons why the ethnoreligious community (“Israel”) was the focus of Judahite/Yehudite historiography. Papers approached these matters from a variety of theoretical and disciplinary vantage points. For example, some pursued an inner-biblical perspective (pentateuchal sources/writings, Former Prophets, Latter Prophets, Chronicles, Ezra, Nehemiah), while others pursued a cross-cultural comparative perspective (ancient Near Eastern, ancient Greek and Hellenistic historiographies, Western and non-Western historiographic traditions). Still others attempted to relate the material remains to the question of community identity in northern Israel, monarchic Judah, and postmonarchic Yehud."]
[null,"4.","Record Nr.",null,"UNINA9911019798703321"]
[null,null,"Autore",null,"Meyer Thomas"]
[null,null,"Titolo",null,"The Art of Commitment Pacing : Engineering Allocations to Private Capital"]
[null,null,"Pubbl/distr/stampa",null,"Wiley-Blackwell, 2024"]
[{"$nulls":4},"Newark : , : John Wiley & Sons, Incorporated, , 2024"]
[{"$nulls":4},"©2024"]
[null,null,"ISBN",null,"9781394159628"]
[{"$nulls":4},"9781394159611"]
[{"$nulls":4},"9781394159635"]
[{"$nulls":4},"9781394159604"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (319 pages)"]
[null,null,"Collana",null,"The Wiley Finance Series"]
[null,null,"Disciplina",null,"332.6"]
[null,null,"Soggetti",null,"Asset allocation"]
[{"$nulls":4},"Private equity"]
[{"$nulls":4},"Portfolio management"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"Cover -- Title Page -- Copyright Page -- Contents -- Acknowledgements -- Chapter 1 Introduction -- Scope of the book -- Quick glossary -- The challenge of private capital -- Risk and uncertainty -- Why do we need commitment pacing? -- Illiquidity -- The siren song of the secondary market -- How does commitment pacing work? -- Significant allocations needed -- Multi-asset-class allocations -- Intra-asset-class diversification -- Engineering a resilient portfolio -- Organisation of the book -- Notes -- Chapter 2 Institutional Investing in Private Capital -- Limited partnerships -- Structure -- Criticism -- Costs of intermediation -- Inefficient fund raising -- Addressing uncertainty -- Conclusion -- Notes -- Chapter 3 Exposure -- Exposure definition -- Layers of investment -- Net asset value -- Undrawn commitments -- Commitment risk -- Timing -- Classification -- Exposure measures - LP's perspective -- Commitment -- Commitment minus capital repaid -- Repayment-age-adjusted commitment -- Exposure measures - fund manager's perspective -- IPEV NAV -- IPEV NAV plus uncalled commitments -- Repayment-age-adjusted accumulated contributions -- Summary and conclusion -- Notes -- Chapter 4 Forecasting Models -- Bootstrapping -- Machine "]
[{"$nulls":4},"learning -- Takahashi-Alexander model -- Model dynamics -- Strengths and weaknesses -- Variations and extensions -- Stochastic models -- Stochastic modelling of contributions, distributions, and NAVs -- Comparison -- Conclusion -- Notes -- Chapter 5 Private Market Data -- Fund peer groups -- Organisation of benchmarking data -- Bailey criteria -- Data providers -- Business model -- Public route -- Voluntary provision -- Problem areas -- Biases -- Survivorship bias -- Survivorship bias in private markets -- Impact -- Conclusion -- Notes -- Chapter 6 Augmented TAM - Outcome Model -- From TAM to stochastic forecasts."]
[{"$nulls":4},"Use cases for stochastic cash-flow forecasts -- Funding risk -- Market risk -- Liquidity risk -- Capital risk -- Model architecture -- Outcome model -- Pattern model -- Portfolio model -- System considerations -- Semi-deterministic TAM -- Adjusting ranges for lifetime and TVPI -- Ranges for fund lifetimes -- Ranges for fund TVPIs -- Picking samples -- Constructing PDF for TVPI based on private market data -- A1*TAM results -- Notes -- Chapter 7 Augmented TAM - Pattern Model -- A2*TAM -- Reactiveness of model -- Model overview -- Changing granularity -- Injecting randomness -- Setting frequency of cash flows -- Setting volatility for contributions -- Setting volatility for distributions -- Scaling and re-picking cash-flow samples -- Convergence A2*TAM to TAM -- Split cash flows in components -- Fees -- Fixed returns -- Cash-flow-consistent NAV -- Principal approach -- First contributions, then distributions -- Forward pass -- Backward pass -- Combination -- Summary -- Notes -- Chapter 8 Modelling Avenues into Private Capital -- Primary commitments -- Modelling fund strategies -- Parameter as suggested by Takahashi and Alexander (2002) -- Further findings on parameters -- Basing parameters on comparable situations -- Funds of funds -- Secondary buys -- Secondary FOFs -- Co-investments -- Basic approach -- Co-investment funds -- Syndication -- Side funds -- Impact on portfolio -- Notes -- Chapter 9 Modelling Diversification for Portfolios of Limited Partnership Funds -- The LP diversification measurement problem -- Fund investments -- Diversification or skills? -- Aspects of diversification -- A (non-ESG-compliant) analogy -- Commitment efficiency -- Exposure efficiency -- Outcome assessment -- Diversifying commitments -- Assigning funds to clusters -- Diversification dimensions -- Self-proclaimed definitions -- Market practices."]
[{"$nulls":4},"The importance of diversification over vintage years -- Other dimensions and their impact on risks -- Include currencies? -- Definitions -- Styles -- Classification groups -- Style drifts -- Robustness of classification schemes -- Modelling Vintage year impact -- Commitment efficiency -- Importance of clusters -- Partitioning into clusters -- Measurement approach -- Remarks -- Mobility barriers -- Similarity is a measure for barriers to switching between classes -- Similarity is not correlation -- Is there an optimum diversification? -- How many funds? -- Costs of diversification -- How to set a 'satisficing' number of funds? -- Portfolio impact -- Commitment efficiency timeline -- Portfolio-level forecasts -- Appendix A - Determining similarities -- Appendix B - Geographical similarities -- Geographical diversification for private capital -- Regional groups -- Trade blocs -- Transport way connection -- Language barriers -- Limits to geography as diversifier -- Appendix C - Multi-strategies and others -- Appendix D - Industry sector similarities -- Appendix E - Strategy similarities -- Appendix F - Fund management firm similarities -- Appendix G - Investment stage similarities -- Appendix H - Fund size similarities -- Notes -- Chapter 10 Model Input Data -- "]
[{"$nulls":4},"Categorical input data -- Perceptions -- Regulation -- Risk managers -- Can data be objective? -- Moving from weak to strong data -- Notes -- Chapter 11 Fund Rating/Grading -- Private capital funds and ratings -- Fiduciary ratings -- Fund rankings -- Internal rating systems -- Further literature -- Private capital fund gradings -- Scope and limitations -- Selection skill model -- Assumptions for grading -- Prototype fund grading system -- Ex-ante weights -- Expectation grades -- Risk grades -- Quantification -- Notes -- Chapter 12 Qualitative Scoring -- Objectives and scope -- Relevant dimensions."]
[{"$nulls":4},"Investment style -- Management team -- Fund terms -- Liquidity and exits -- Incentive structure -- Alignment and conflicts of interest -- Independence of decision-making -- Viability -- Confirmation -- Scoring method -- Tallying -- Researching practices -- Ex-post monitoring -- Assigning grades -- Appendix - Search across several private market data providers -- Interoperability -- Matching -- Notes -- Chapter 13 Quantification Based on Fund Grades -- Grading process -- Quartiling -- Quantiles -- Quartiling -- Approach -- Example - how tall will she be? -- Probabilistic statement -- Controlling convergence -- LP selection skills -- Impact of risk grade -- TVPI sampling -- Notes -- Chapter 14 Bottom-up Approach to Forecasting -- Look-through -- Regulation -- Fund ratings -- Look-through in practice -- Bottom-up -- Stochastic bottom-up models -- Machine-learning-based bottom-up models -- Overrides -- Investment intelligence -- Advantages and restrictions -- Treatment as exceptions -- Integration of overrides in forecasts by a top-down model -- Probabilistic bottom-up -- Expert knowledge for probability density functions? -- Estimating ranges -- Combining top-down with bottom-up -- Notes -- Chapter 15 Commitment Pacing -- Defining a pacing plan -- Pacing phases -- Ramp-up phase -- Maintenance phase -- Ramp-down phase -- Controlling allocations -- Simulating the pacing plan -- Ratio-based commitment rules -- Dynamic commitments -- Pacing plan outcomes -- 'Slow and steady' -- Accelerated pacing plan -- Liquidity constraints -- Impact on cash-flow profile -- Impact of commitment types -- Maintenance phase -- Recommitments -- Target NAV -- Cash-flow matching -- Additional objectives and constraints -- Commit to high-quality funds -- Achieve intra-asset diversification -- Minimise opportunity costs -- Satisficing portfolios -- Conclusion -- Notes."]
[{"$nulls":4},"Chapter 16 Stress Scenarios -- Make forecasts more robust -- Communication -- Specific to portfolio -- Impact of 'Black Swans' -- Interest rates and inflationary periods -- Modelling crises -- Delay of new commitments -- Changes in contribution rates -- Changes in distributions -- NAV impact and secondary transactions -- Lessons -- Building stress scenarios -- Market replay -- Varying outcomes -- Foreign exchange rates -- Varying portfolio dependencies -- Increasing and decreasing outcome dependencies -- Increasing and decreasing cash-flow dependencies -- Blanking out periods of distributions -- Varying patterns -- Stressing commitments -- Extending and shortening of fund lifetimes -- Front-loading and back-loading of cash flows -- Foreign exchange rates and funding risk -- Increasing and decreasing frequency of cash flows -- Increasing and decreasing volatility of cash flows -- Conclusion -- Notes -- Chapter 17 The Art of Commitment Pacing -- Improved information technology -- Direct investments -- Use of artificial intelligence -- Risk of Private Equity -- Securitisations -- Judgement, engineering, and art -- Notes -- Abbreviations -- Glossary -- Biography -- Bibliography -- Index -- EULA."]
[null,null,null,"Sommario/riassunto","Advanced guidance for institutional investors, academics, and researchers on how to manage a portfolio of private capital funds   The "]
[{"$nulls":4},"Art of Commitment Pacing: Engineering Allocations to Private Capital provides a much-needed analysis of the issues that face investors as they incorporate closed ended-funds targeting illiquid private assets (such as private equity, private debt, infrastructure, real estate) into their portfolios. These private capital funds, once considered \"alternative\" and viewed as experimental, are becoming an increasingly standard component of institutional asset allocations.   However, many investors still follow management approaches that remain anchored in the portfolio theory for liquid assets but that often lead to disappointing results when applied to portfolios of private capital funds where practically investors remain committed over nearly a decade.   When planning for such commitments, investment managers and researchers are faced with practical questions such as:    * How to measure and control the real exposure to private assets?  * How to forecast cash-flows for commitments to private capital funds?  * What ranges for their returns and lifetime are realistic, and how can the investor's skill be factored in?  * Over which dimensions should a portfolio be diversified and how much diversification is enough?  * How can the impact of co-investments or secondaries be modelled?  * How to design pacing plans that lead to resilient and efficient portfolios?  * What stress scenarios should be considered and how can they be applied?   These are just examples of the many questions for which answers are provided. The Art of Commitment Pacing describes established and new methodologies for building up and controlling allocations to such investments. This book offers a systematic approach for building up and controlling allocations to such investments.   The Art of Commitment Pacing is a valuable addition to the libraries of investment managers, as well as portfolio and risk managers involved in institutional investment. The book will also be of interest to advanced students of finance, researchers, and other practitioners who require a detailed understanding of forecasting and portfolio management methodologies."]