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Risk, returns, and biases of listed private equity portfolios
16 references·4 citing·42 second hop
Risk, returns, and biases of listed private equity portfolios (2005)Risk, returns, and biases of listed priva…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The risk and return of venture capital (2004)The risk and return of ventur…The cash flow, return and risk characteristics of private equity (2003)The cash flow, return and ris…The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle? (2002)The Returns to Entrepreneuria…Investing in equity mutual funds (2002)Investing in equity mutual fu…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Survivor Bias and Mutual Fund Performance (1996)Survivor Bias and Mutual Fund…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…The Performance of Bond Mutual Funds (1993)The Performance of Bond Mutua…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…Expected stock returns and volatility (1987)Expected stock returns and vo…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…On computing mean returns and the small firm premium (1983)On computing mean returns and…Biases in computed returns (1983)Biases in computed returnsRisk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Infrastructure as Hedge against Inflation—Factor Fantasy? (2012)Infrastructure as Hedge again…Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices (2009)Risk and Expected Returns of …Organizational Forms and Risk of Listed Private Equity (2009)Organizational Forms and Risk…The Performance of Private Equity Funds: Does Diversification Matter? (2006)The Performance of Private Eq…Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)R2 around the world: New theory and new tests☆ (2005)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Efficient Capital Markets: II (1991)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Do Industries Explain Momentum? (1999)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2000)Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2003)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Venture capital reputation and investment performance☆ (2008)The Economics of Private Equity Funds (2010)Venture Capital, Entrepreneurship, and Economic Growth (2010)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Liquidity Constraints, Household Wealth, and Entrepreneurship (2004)Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)The Social Dimensions of Entrepreneurship (2009)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 cited
  • 2002The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?1,062 cited
  • 2004The risk and return of venture capital909 cited
  • 1983Biases in computed returns771 cited
  • 1996Survivor Bias and Mutual Fund Performance599 cited
  • 1993The Performance of Bond Mutual Funds464 cited
  • 2002Investing in equity mutual funds423 cited
  • 2003The cash flow, return and risk characteristics of private equity412 cited
  • 1983On computing mean returns and the small firm premium

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300 cited

Cited by

  • 2012Infrastructure as Hedge against Inflation—Factor Fantasy?23 cited
  • 2009Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices23 cited
  • 2006The Performance of Private Equity Funds: Does Diversification Matter?20 cited
  • 2009Organizational Forms and Risk of Listed Private Equity17 cited