Zobrazeno 1 - 10
of 880
pro vyhledávání: '"Performance fee"'
Publikováno v:
Journal of European Real Estate Research, 2021, Vol. 14, Issue 2, pp. 207-226.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JERER-04-2020-0025
Publikováno v:
Journal of European Real Estate Research. 14:207-226
Purpose The paper aims to investigate the performance determinants of European non-listed private equity real estate funds between 2001 and 2014. Design/methodology/approach Using a sample of 363 funds collected from the Inrev database, the analysis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f6ab736f4ad8c35879ed076eb3a2a6b
https://doi.org/10.1108/jerer-04-2020-0025
https://doi.org/10.1108/jerer-04-2020-0025
Publikováno v:
The Review of Financial Studies.
This paper studies how professional asset allocators such as endowments, fund-of-funds, or pension funds select fund managers for investments. We develop a simple model of their due-diligence process to motivate predictions about the timing of invest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a5b3d2828dc75dcdfc9ba60d28256241
https://doi.org/10.1093/rfs/hhac090
https://doi.org/10.1093/rfs/hhac090
Publikováno v:
The Journal of Alternative Investments. 24:124-136
This study examines a sample of global hedge funds and focuses on analyzing characteristics consistently predictive of being GIPS compliant. Hedge fund data are merged with the CFA Institute’s list of GIPS-compliant firms. The authors find that sma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::235d4cde43e8e0fc0a97db17498e20cd
https://doi.org/10.3905/jai.2021.1.140
https://doi.org/10.3905/jai.2021.1.140
Publikováno v:
The Journal of Alternative Investments. 24:10-25
This article provides a robust and practical framework for assessing performance fees. The fee valuation uses standard option pricing models and therefore does not require any expected return or alpha estimate. These features make the framework easy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::534bc74223c87ac30567bdab042128da
https://doi.org/10.3905/jai.2021.1.135
https://doi.org/10.3905/jai.2021.1.135
Publikováno v:
The Journal of Portfolio Management. 47:194-215
This article introduces the excess value method for calculating the dollar value that a private market investment generates relative to a benchmark. To the authors’ knowledge, this is the first published method of doing so. It is based on the commo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc811c34f3470ebc4be146dc016fea04
https://doi.org/10.3905/jpm.2021.1.234
https://doi.org/10.3905/jpm.2021.1.234
Autor:
Oleg Gredil
Publikováno v:
Journal of Financial and Quantitative Analysis. 57:321-358
Private equity (PE) funds operate at the interface of private and public capital markets. This paper investigates whether PE fund managers have private information about the valuations of publicly traded securities. Using a dataset of cash flows from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0444060f6bc44aaf61d4a0954576b768
https://doi.org/10.1017/s0022109021000107
https://doi.org/10.1017/s0022109021000107
Akademický článek
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Publikováno v:
Applied Mathematics & Optimization. 84:2743-2773
This paper aims to study lifetime ruin minimization problem by considering investment in two hedge funds with high-watermark fees and drift uncertainty. Due to multi-dimensional performance fees that are charged whenever each fund profit exceeds its
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9e8f7c0e98d7011cb2c7a62e4901718
https://doi.org/10.1007/s00245-020-09728-6
https://doi.org/10.1007/s00245-020-09728-6
Publikováno v:
Journal of Economic Behavior & Organization. 178:777-800
We investigate how competition between fund managers and disclosure of other managers’ fees and performance influence fees, risk taken, earnings, and investor concentration, with a controlled lab experiment. We find that more competition and disclo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c41ae69e2cc147edcdd55e35abee1d5b
https://doi.org/10.1016/j.jebo.2020.08.017
https://doi.org/10.1016/j.jebo.2020.08.017