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Performance Measurement and Appraisal of Private Equity Investments Relative to Public Equity Markets
16 references·0 citing·38 second hop
Performance Measurement and Appraisal of Private Equity Investments Relative to Public Equity Markets (2005)Performance Measurement and Appraisal of …The Price of Diversifiable Risk in Venture Capital and Private Equity (2013)The Price of Diversifiable Ri…Legality and venture capital governance around the world (2008)Legality and venture capital …Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…Transaction Structures in the Developing World: Evidence from Private Equity (2004)Transaction Structures in the…The risk and return of venture capital (2004)The risk and return of ventur…On the Performance of Private Equity Investments: Does Market Timing Matter? (2004)On the Performance of Private…European Private Equity Funds - a Cash Flow Based Performance Analysis (2004)European Private Equity Funds…The Investment Behavior of Buyout Funds: Theory and Evidence (2003)The Investment Behavior of Bu…The cash flow, return and risk characteristics of private equity (2003)The cash flow, return and ris…Private Equity Performance: Returns, Persistence and Capital (2003)Private Equity Performance: R…A Universal Performance Measure (2003)A Universal Performance Measu…A Universal Performance Measure (2002)A Universal Performance Measu…The Risk and Return of Venture Capital (2001)The Risk and Return of Ventur…Risk and Reward in Private Equity Investments (1997)Risk and Reward in Private Eq…Industry costs of equity (1997)Industry costs of equityThe Sharpe Ratio (1994)The Sharpe RatioTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)An Intertemporal Capital Asset Pricing Model (1973)Contrarian Investment, Extrapolation, and Risk (1994)The Venture Capital Revolution (2001)The Financing of R&D and Innovation (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)How do family ownership, control and management affect firm value? (2005)Measuring Geopolitical Risk (2022)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Legal Determinants of External Finance (1997)Law and Finance (1998)The Social Dimensions of Entrepreneurship (2009)Entrepreneurship as Method: Open Questions for an Entrepreneurial Future (2011)A Review and Road Map of Entrepreneurial Equity Financing Research: Venture Capital, Corporate Venture Capital, Angel Investment, Crowdfunding, and Accelerators (2017)How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. (1979)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)Principles of Corporate Finance. (1981)The venture capital cycle (1999)Asset pricing with liquidity risk (2005)On Persistence in Mutual Fund Performance (1997)Costly Search and Mutual Fund Flows (1998)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross‐Section of Volatility and Expected Returns (2006)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)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Portfolio selection with higher moments (2010)Frameworks and Results in Distributionally Robust Optimization (2022)
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References

  • 1997Industry costs of equity5,793 cited
  • 1994The Sharpe Ratio2,645 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,963 cited
  • 2004The risk and return of venture capital909 cited
  • 2002A Universal Performance Measure590 cited
  • 2003The cash flow, return and risk characteristics of private equity412 cited
  • 2003A Universal Performance Measure396 cited
  • 2008Legality and venture capital governance around the world360 cited
  • 2013The Price of Diversifiable Risk in Venture Capital and Private Equity291 cited
  • 1997Risk and Reward in Private Equity Investments178 cited
  • 2003The Investment Behavior of Buyout Funds: Theory and Evidence85 cited
  • 2001The Risk and Return of Venture Capital60 cited
  • 2004European Private Equity Funds - a Cash Flow Based Performance Analysis52 cited
  • 2003Private Equity Performance: Returns, Persistence and Capital48 cited
  • 2004Transaction Structures in the Developing World: Evidence from Private Equity36 cited
  • 2004On the Performance of Private Equity Investments: Does Market Timing Matter?

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