SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Private Equity-, Stock- and Mixed Asset-Portfolios: A Bootstrap Approach to Determine Performance Characteristics, Diversification Benefits and Optimal Portfolio Allocations
16 references·1 citing·49 second hop
Private Equity-, Stock- and Mixed Asset-Portfolios: A Bootstrap Approach to Determine Performance Characteristics, Diversification Benefits and Optimal Portfolio Allocations (2003)Private Equity-, Stock- and Mixed Asset-P…The Determinants of Venture Capital Portfolio Size: Empirical Evidence* (2006)The Determinants of Venture C…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…Venture Capital and its Role in Strategic Asset Allocation (2002)Venture Capital and its Role …The optimal portfolio of start-up firms in venture capital finance (2002)The optimal portfolio of star…Idiosyncratic Risk and Security Returns (2001)Idiosyncratic Risk and Securi…An analysis of compensation in the U.S. venture capital partnership (1999)An analysis of compensation i…Higher Real Estate Risk and Mixed-Asset Portfolio Performance (1997)Higher Real Estate Risk and M…The Role of Real Estate in the Portfolio Allocation Process (1996)The Role of Real Estate in th…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…DIVERSIFICATION GAINS FROM INCLUDING REAL ESTATE IN MIXED‐ASSET PORTFOLIOS* (1988)DIVERSIFICATION GAINS FROM IN…How Many Stocks Make a Diversified Portfolio? (1987)How Many Stocks Make a Divers…You can't diversify without diversifying (1982)You can't diversify without d…Risk Reduction and Portfolio Size: An Analytical Solution (1977)Risk Reduction and Portfolio …DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS* (1968)DIVERSIFICATION AND THE REDUC…LEGALITY AND VENTURE GOVERNANCE AROUND THE WORLD (2004)LEGALITY AND VENTURE GOVERNAN…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Corporate Social Responsibility and Financial Risk (2004)The risk return tradeoff in the long run: 1836–2003 (2007)Is size dead? A review of the size effect in equity returns (2011)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)Safety First and the Holding of Assets (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)Beyond Greed and Fear (2002)Socially Responsible Indexes (2006)Information demand and stock market volatility (2012)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)Principles of Corporate Finance. (1981)Industry costs of equity (1997)The venture capital cycle (1999)Share restrictions and asset pricing: Evidence from the hedge fund industry☆ (2006)Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle (2007)Assessing the Contribution of Venture Capital to Innovation (2000)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Start-ups, Venture Capitalists and the Capital Gains Tax (2004)Financial freedom and bank efficiency: Evidence from the European Union (2012)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)Efficiency of financial institutions: International survey and directions for future research (1997)Start-up Investment With Scarce Venture Capital Support (2004)Outside Entrepreneurial Capital (2005)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)Determinants of bid-asked spreads in the over-the-counter market (1974)Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles (1975)Diversification in a Three-Moment World (1978)On Diversification Given Asymmetry in Returns (1981)Diversification Categories in Investment Real Estate (1986)Socially Responsible Mutual Funds (2015)
this work references cited by second hop

References

  • 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
  • 2004The risk and return of venture capital909 cited
  • 1987How Many Stocks Make a Diversified Portfolio?609 cited
  • 1968DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*588 cited
  • 1999An analysis of compensation in the U.S. venture capital partnership455 cited
  • 2001Idiosyncratic Risk and Security Returns417 cited
  • 2003The cash flow, return and risk characteristics of private equity412 cited
  • 2002The optimal portfolio of start-up firms in venture capital finance290 cited
  • 1977Risk Reduction and Portfolio Size: An Analytical Solution278 cited
  • 2006The Determinants of Venture Capital Portfolio Size: Empirical Evidence*276 cited
  • 1996The Role of Real Estate in the Portfolio Allocation Process115 cited
  • 1988DIVERSIFICATION GAINS FROM INCLUDING REAL ESTATE IN MIXED‐ASSET PORTFOLIOS*88 cited
  • 2002Venture Capital and its Role in Strategic Asset Allocation77 cited
  • 1996The Bootstrap Efficient Frontier for Mixed‐Asset Portfolios51 cited
  • 1997Higher Real Estate Risk and Mixed-Asset Portfolio Performance48 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1982You can't diversify without diversifying46 cited
  • Cited by

    • 2004LEGALITY AND VENTURE GOVERNANCE AROUND THE WORLD15 cited