Dealing with non-normality when estimating abnormal returns and systematic risk of private equity : a closed-form solution
Axel Buchner
| Year of publication: |
November 2016
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|---|---|
| Authors: | Buchner, Axel |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 45.2016, p. 60-78
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| Subject: | Private equity | Buyout | Venture capital | Abnormal returns | Systematic risk | Coskewness | Generalized CAPM | Private Equity | CAPM | Kapitaleinkommen | Capital income | Risikokapital | Portfolio-Management | Portfolio selection | Risiko | Risk | Übernahme | Takeover | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690435