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From time ago, I humbly thought that classical metrics for profitability measurement over Financial Markets operatives … quality measurement.I saw the evidences confirming that thoughts over Sharpe ratio and its extended variants (SQN, Sortino …
Persistent link: https://www.econbiz.de/10012911819
Persistent link: https://www.econbiz.de/10014313285
This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional …. Differences are also found in the results by asset class. The implications of these findings for private equity management, profit …
Persistent link: https://www.econbiz.de/10013285647
Persistent link: https://www.econbiz.de/10014451482
The purpose of this paper is to treat scale economies, profit-maximizing markups, economic profitability, capacity … run profit potential from markup behavior. As a result, on average economic profits are normal, but declining … profitability is prevalent in most industries since the early 1970s. Also, although cost and revenue shares tend to be approximately …
Persistent link: https://www.econbiz.de/10012475678
profit. Setting up a model that allows for profitable and loss-making affiliates of multinationals, we show that profit … equilibrium, affiliates might over-invest and the bunching-related investment effects generate a tendency for too high profit …
Persistent link: https://www.econbiz.de/10012921411
This paper studies nonparametric identification and counterfactual bounds for heterogeneous firms that can be ranked in terms of productivity. Our approach works when quantities and prices are latent, rendering standard approaches inapplicable. Instead, we require observation of profits or other...
Persistent link: https://www.econbiz.de/10013254565
macroeconomic profitability. Measurement issues include the treatment of holding gains on physical assets and net financial …This paper gives an account of recent work on the measurement, statistical analysis, and theoretical analysis of … work has focused on the identification of trends and shifts in profit rates not caused by cyclical fluctuations, and …
Persistent link: https://www.econbiz.de/10014178572
Empirical evidence on the out-of-sample performance of asset-pricing anomalies is mixed so far and arguably is often subject to data-snooping bias. This paper proposes a method that can significantly reduce this bias. Specifically, we consider a long-only strategy that involves only published...
Persistent link: https://www.econbiz.de/10013070191
The purpose of this paper is to treat scale economies, profit-maximizing markups, economic profitability, capacity … run profit potential from markup behavior. As a result, on average economic profits are normal, but declining … profitability is prevalent in most industries since the early 1970s. Also, although cost and revenue shares tend to be approximately …
Persistent link: https://www.econbiz.de/10013244088