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Risk-Adjusted Returns of Private Equity Funds: A New Approach
16 references·2 citing·41 second hop
Risk-Adjusted Returns of Private Equity Funds: A New Approach (2022)Risk-Adjusted Returns of Private Equity F…Private Equity Performance: What Do We Know? (2014)Private Equity Performance: W…Private Equity Performance and Liquidity Risk (2012)Private Equity Performance an…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…The Performance of Private Equity Funds (2008)The Performance of Private Eq…Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)Whom You Know Matters: Ventur…Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle (2007)Smart Institutions, Foolish C…The Value Premium (2005)The Value PremiumPrivate 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…Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns (2004)Corporate Investment and Asse…Valuation and Return Dynamics of New Ventures (2003)Valuation and Return Dynamics…Strategic Asset Allocation (2002)Strategic Asset AllocationOptimal Investment, Growth Options, and Security Returns (1998)Optimal Investment, Growth Op…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The numeraire portfolio (1990)The numeraire portfolioPutting the Price in Asset Pricing (2024)Putting the Price in Asset Pr…Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds (2020)Has Persistence Persisted in …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)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Venture Capital and the Professionalization of Start‐Up Firms: Empirical Evidence (2002)Wall Street and Main Street: What Contributes to the Rise in the Highest Incomes? (2009)A Survey of Venture Capital Research (2011)Corporate Governance and Value Creation: Evidence from Private Equity (2012)The Behavior of Stock-Market Prices (1965)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)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital (2004)Investment Under Uncertainty. (1994)Forecast Dispersion and the Cross Section of Expected Returns (2004)The New Issues Puzzle: Testing the Investment-Based Explanation (2007)Attracting Investor Attention through Advertising (2014)The structure and governance of venture-capital organizations (1990)Interorganizational Endorsements and the Performance of Entrepreneurial Ventures (1999)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)External Networking and Internal Firm Governance (2012)Judging Borrowers by the Company They Keep: Friendship Networks and Information Asymmetry in Online Peer-to-Peer Lending (2012)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)Venture capital reputation and investment performance☆ (2008)Venture Capital, Entrepreneurship, and Economic Growth (2010)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)The Financing of R&D and Innovation (2010)Industry Concentration and Average Stock Returns (2003)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Organization Capital and the Cross‐Section of Expected Returns (2013)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
  • 2007Whom You Know Matters: Venture Capital Networks and Investment Performance1,852 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 1998Optimal Investment, Growth Options, and Security Returns1,477 cited
  • 2005The Value Premium1,334 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 2004The risk and return of venture capital909 cited
  • 2004Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns778 cited
  • 2010The Economics of Private Equity Funds671 cited
  • 2014Private Equity Performance: What Do We Know?594 cited
  • 2008The Performance of Private Equity Funds556 cited
  • 2007Smart Institutions, Foolish Choices: The Limited Partner Performance Puzzle428 cited
  • 1990The numeraire portfolio319 cited
  • 2003Valuation and Return Dynamics of New Ventures311 cited
  • 2012Private Equity Performance and Liquidity Risk

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  • 2024Putting the Price in Asset Pricing26 cited
  • 2020Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds15 cited