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Occupational choice and the private equity premium puzzle

Hintermaier, Thomas; Steinberger, Thomas - 2002

This paper suggests a solution to what has become known as the "private equity premium puzzle" (Moskowitz and Vissing-Jorgensen (2002)). We interpret occupational choice as a dynamic portfolio choice problem of a life-cycle investor facing a liquidity constraint and imperfect information about...

Persistent link: https://www.econbiz.de/10009725485

Occupational choice and the private equity premium puzzle

Hintermaier, Thomas; Steinberger, Thomas - 2002

Persistent link: https://www.econbiz.de/10001712761

Further analysis of the Markowitz model of utility with a small degree of probability distortion

Peel, David; Law, David - In: The journal of gambling business and economics 2 (2008) 3, pp. 71-84

Persistent link: https://www.econbiz.de/10003824118

Private equity returns in a model of entrepreneurial choice with learning

Campanale, Claudio - In: The B.E. journal of macroeconomics 10 (2010) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10009577368

Portfolio-optimization models for small investors

Baumann, Philipp; Trautmann, Norbert - In: Mathematical methods of operations research 77 (2013) 3, pp. 345-356

Persistent link: https://www.econbiz.de/10009774889

Evaluation of minimum capital requirements for bank loans to SMEs

Düllmann, Klaus; Koziol, Philipp - 2013

granted in Basel II for SMEs relative to large firms. For SME loans in the corporate portfolio of the Internal Ratings …Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs …). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to …