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Performance Measurement in Private Equity: Another Look at the Lagged Beta Effect
5 references·2 citing·23 second hop
Performance Measurement in Private Equity: Another Look at the Lagged Beta Effect (2013)Performance Measurement in Private Equity…Private Equity Performance: What Do We Know? (2012)Private Equity Performance: W…Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices (2009)Risk and Expected Returns of …Performance Measurement in Private Equity (2007)Performance Measurement in Pr…Managed Pricing and the Rule of Conservatism in Private Equity Portfolios (2002)Managed Pricing and the Rule …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Statistical risk models (2017)Statistical risk modelsCustom v. Standardized Risk Models (2015)Custom v. Standardized Risk M…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The journal of financial economics (1993)Grandstanding in the venture capital industry (1996)Do Hedge Funds Hedge? (2001)Asset Allocation Effects of Adjusting Alternative Assets for Stale Pricing (2003)Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Leveraged Buyouts and Private Equity (2009)The Economics of Private Equity Funds (2010)Corporate Venture Capital, Value Creation, and Innovation (2011)The Growth of Finance (2013)How Do Venture Capitalists Make Decisions? (2016)Stock Returns, Expected Returns, and Real Activity (1990)A Survey of Venture Capital Research (2011)Private Equity Performance and Liquidity Risk (2011)Private Equity Performance: What Do We Know? (2014)Private Company Valuations by Mutual Funds (2022)Risk and return in private equity (2023)Statistical Industry Classification (2016)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2012Private Equity Performance: What Do We Know?310 cited
  • 2009Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices36 cited
  • 2007Performance Measurement in Private Equity31 cited
  • 2002Managed Pricing and the Rule of Conservatism in Private Equity Portfolios22 cited

Cited by

  • 2017Statistical risk models22 cited
  • 2015Custom v. Standardized Risk Models18 cited

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