Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Andrew van Biljon"'
Publikováno v:
The Journal of Private Equity. 11:42-52
This article analyzes the investment performance of private equity funds in South Africa. We investigate the investment performance of a sample set of 11 South African private equity funds over a 13-year period. We find a performance premium of 18% p
Autor:
Andrew van Biljon, Shakill Hassan
Publikováno v:
South African Journal of Economics
This paper presents a detailed empirical examination of the South African equity premium; and a quantitative theoretic exercise to test the canonical inter-temporal consumption-based asset-pricing model under power utility. Over the long run, the Sou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16e27f9598c836fb7f6a73ded5b230f0
https://hdl.handle.net/11427/28229
https://hdl.handle.net/11427/28229
Autor:
Andrew van Biljon, Shakill Hassan
Publikováno v:
SSRN Electronic Journal.
This paper presents a detailed empirical examination of the South African equity premium; and a quantitative theoretic exercise to test the canonical inter-temporal consumption-based asset-pricing model under power utility. Over the long run, the Sou