Zobrazeno 1 - 10
of 416
pro vyhledávání: '"Andy Naranjo"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf6f9ac47e231a0c63c39bfd43b8b6f6
https://doi.org/10.2139/ssrn.4404393
https://doi.org/10.2139/ssrn.4404393
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4d81bee888d3416aa8e44052ab6f5cd
https://doi.org/10.2139/ssrn.4449079
https://doi.org/10.2139/ssrn.4449079
Publikováno v:
The Journal of Portfolio Management. 47:107-126
We provide a comprehensive examination of the return performance of closed-end, private equity real estate (PERE) funds relative to the performance of listed real estate stocks (real estate investment trusts [REITs]) and the NCREIF ODCE fund index. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1b14e1f59ce925c1f2a4d4da659ec1e
https://doi.org/10.3905/jpm.2021.1.276
https://doi.org/10.3905/jpm.2021.1.276
Publikováno v:
The Review of Asset Pricing Studies. 11:352-401
We show that endogenous information signaling in the CDS market, together with sluggish updates on corporate credit ratings assigned by major rating agencies, creates anomalies such as return momentum within the CDS market and across CDS-to-stock ret
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c8c2e0f77541c7d6e3f2361c6735024
https://doi.org/10.1093/rapstu/raaa025
https://doi.org/10.1093/rapstu/raaa025
Publikováno v:
Real Estate Economics. 49:36-74
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0e89628e05d58d96ae5dd45090492f5
https://doi.org/10.1111/1540-6229.12336
https://doi.org/10.1111/1540-6229.12336
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::784955e5425fe7fe002c520ed538f524
https://doi.org/10.2139/ssrn.4228044
https://doi.org/10.2139/ssrn.4228044
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1bd4a24867075521682a41e813caa75b
https://doi.org/10.2139/ssrn.4244467
https://doi.org/10.2139/ssrn.4244467
Autor:
Andy Naranjo
Publikováno v:
Managerial Finance. 47:1-3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f213c1b9100f5a612d8fef3c339e0d9
https://doi.org/10.1108/mf-01-2021-642
https://doi.org/10.1108/mf-01-2021-642
Publikováno v:
Economics Letters. 221:110914
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b6ae70d153093009e687ee2dd5eb5ac
https://doi.org/10.1016/j.econlet.2022.110914
https://doi.org/10.1016/j.econlet.2022.110914
Publikováno v:
The Journal of Portfolio Management. 45:24-42
Using performance data through the fourth quarter of 2017 on 467 funds that came to market between 2000 and 2013, the authors of this article first examine the unconditional performance of closed-end, private equity real estate (PERE) funds over time
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22a67774494a61ec66f2d60b440dfc82
https://doi.org/10.3905/jpm.2019.1.103
https://doi.org/10.3905/jpm.2019.1.103