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Private Equity versus Stocks
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Private Equity versus Stocks (2006)Private Equity versus StocksThe risk and return of venture capital (2004)The risk and return of ventur…Venture Capital and its Role in Strategic Asset Allocation (2002)Venture Capital and its Role …Risk Diversification Benefits of Multiple–Stock Portfolios (2001)Risk Diversification Benefits…An analysis of compensation in the U.S. venture capital partnership (1999)An analysis of compensation i…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The Bootstrap Efficient Frontier for Mixed‐Asset Portfolios (1996)The Bootstrap Efficient Front…Is the correlation in international equity returns constant: 1960–1990? (1995)Is the correlation in interna…Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs) (1987)Portfolio Diversification and…Risk Reduction and Portfolio Size: An Analytical Solution (1977)Risk Reduction and Portfolio …An analysis of compensation in the U.S. venture capital partnershipAn analysis of compensation i…Multivariate GARCH models: a surveyConditional 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)Multivariate Simultaneous Generalized ARCH (1995)Emerging equity market volatility (1997)International Asset Allocation With Regime Shifts (2002)The Bargaining Problem (1950)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)The structure and governance of venture-capital organizations (1990)What Drives Venture Capital Fundraising? (1998)Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes? (2009)A Survey of Venture Capital Research (2011)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)Smoothing in appraisal-based returns (1991)Why the Efficient Frontier for Real Estate Is “Fuzzy” (1995)Real estate return correlations: Real-world limitations on relationships inferred from NCREIF data (1996)Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value (2009)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)A Regression Method for Real Estate Price Index Construction (1963)The Efficiency of the Market for Single-Family Homes (1988)Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures (1995)A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds (2012)The relationship between venture capital and private equity investors and their portfolio companies: foundations and trends in entrepreneurship series (2013)Macro Asset Allocation with Social Impact Investments (2019)Some Studies of Variability of Returns on Investments in Common Stocks (1970)Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Diversification Categories in Investment Real Estate (1986)Selling Price and Marketing Time in the Residential Real Estate Market (1989)The Impact of Landfills on Residential Property Values (1992)The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model (2011)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)On Diversification Given Asymmetry in Returns (1981)Socially Responsible Mutual Funds (2015)Private Equity-, Stock- and Mixed Asset-Portfolios: A Bootstrap Approach to Determine Performance Characteristics, Diversification Benefits and Optimal Portfolio Allocations (2003)A comparative performance analysis of conventional and Islamic exchange-traded funds (2013)Venture Capital Distributions: Short‐Run and Long‐Run Reactions (1998)Whom You Know Matters: Venture Capital Networks and Investment Performance (2004)
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References

  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 2004The risk and return of venture capital909 cited
  • 1999An analysis of compensation in the U.S. venture capital partnership455 cited
  • n.d.An analysis of compensation in the U.S. venture capital partnership331 cited
  • 1977Risk Reduction and Portfolio Size: An Analytical Solution278 cited
  • 1987Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs)90 cited
  • 2002Venture Capital and its Role in Strategic Asset Allocation77 cited
  • 1996The Bootstrap Efficient Frontier for Mixed‐Asset Portfolios51 cited
  • 2001Risk Diversification Benefits of Multiple–Stock Portfolios26 cited

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