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Valuing Private Equity Investments Strip by Strip
16 references·16 citing·48 second hopsampled
Valuing Private Equity Investments Strip by Strip (2021)Valuing Private Equity Investments Strip …Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…A Rational Theory of Mutual Funds' Attention Allocation (2016)A Rational Theory of Mutual F…Private Equity Performance: What Do We Know? (2014)Private Equity Performance: W…The Economics of Private Equity Funds (2010)The Economics of Private Equi…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…Hedge Funds: Performance, Risk, and Capital Formation (2008)Hedge Funds: Performance, Ris…Private Equity Performance: Returns, Persistence, and Capital Flows (2005)Private Equity Performance: R…The risk and return of venture capital (2004)The risk and return of ventur…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Bad Beta, Good Beta (2004)Bad Beta, Good BetaA no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…Understanding Risk and Return (1993)Understanding Risk and ReturnIntertemporal Asset Pricing Without Consumption Data (1992)Intertemporal Asset Pricing W…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …The risk and return of impact investing funds (2024)The risk and return of impact…Equity Term Structures without Dividend Strips Data (2024)Equity Term Structures withou…Climate change and commercial property markets (2024)Climate change and commercial…Owner Incentives and Performance in Healthcare: Private Equity Investment in Nursing Homes (2023)Owner Incentives and Performa…Equity Term Structures without Dividend Strips Data (2023)Equity Term Structures withou…Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions (2023)Discount‐Rate Risk in Private…Benchmarking private equity: The direct alpha method (2023)Benchmarking private equity: …The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address (2022)The remote work revolution: I…Risk-Adjusted Returns of Private Equity Funds: A New Approach (2022)Risk-Adjusted Returns of Priv…Political Pressures, Catering, and Return Distortions in Private Equity (2022)Political Pressures, Catering…Dynamic asset (mis)pricing: Build-up versus resolution anomalies (2022)Dynamic asset (mis)pricing: B…Real and Private-Value Assets (2021)Real and Private-Value AssetsInstitutional Investors and Infrastructure Investing (2021)Institutional Investors and I…Equity Term Structures without Dividend Strips Data (2020)Equity Term Structures withou…Risk Adjustment in Private Equity Returns (2019)Risk Adjustment in Private Eq…Nowcasting Net Asset Values: The Case of Private Equity (2019)Nowcasting Net Asset Values: …The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Macroeconomics and Reality (1980)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)… and the Cross-Section of Expected Returns (2015)The Behavior of Stock-Market Prices (1965)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Measuring skill in the mutual fund industry (2015)International tests of a five-factor asset pricing model (2016)Choosing factors (2018)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)The Financing of R&D and Innovation (2010)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Costly Search and Mutual Fund Flows (1998)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Discretion versus policy rules in practice (1993)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)The Cross-Section of Expected Stock Returns (1992)Industry Concentration and Average Stock Returns (2003)Consumption Strikes Back? Measuring Long‐Run Risk (2008)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Stochastic Differential Equations and Diffusion Processes (1983)Term Premia and Interest Rate Forecasts in Affine Models (2002)Basel Committee On Banking Supervision (2010)Comparing Predictive Accuracy (1994)A five-factor asset pricing model (2014)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)
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References

  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1993Understanding Risk and Return1,797 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 1992Intertemporal Asset Pricing Without Consumption Data954 cited
  • 2004The risk and return of venture capital909 cited
  • 2010The Economics of Private Equity Funds671 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 2014Private Equity Performance: What Do We Know?594 cited
  • 2016A Rational Theory of Mutual Funds' Attention Allocation

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559 cited

Cited by

  • 2023Owner Incentives and Performance in Healthcare: Private Equity Investment in Nursing Homes104 cited
  • 2022The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address84 cited
  • 2021Institutional Investors and Infrastructure Investing83 cited
  • 2024The risk and return of impact investing funds61 cited
  • 2019Risk Adjustment in Private Equity Returns59 cited
  • 2022Dynamic asset (mis)pricing: Build-up versus resolution anomalies41 cited
  • 2021Real and Private-Value Assets38 cited
  • 2020Equity Term Structures without Dividend Strips Data34 cited
  • 2019Nowcasting Net Asset Values: The Case of Private Equity32 cited
  • 2023Benchmarking private equity: The direct alpha method27 cited
  • 2023Equity Term Structures without Dividend Strips Data27 cited
  • 2022Political Pressures, Catering, and Return Distortions in Private Equity24 cited
  • 2024Equity Term Structures without Dividend Strips Data23 cited
  • 2023Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions22 cited
  • 2022Risk-Adjusted Returns of Private Equity Funds: A New Approach22 cited
  • 2024Climate change and commercial property markets22 cited