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Risk and expected returns of private equity investments: Evidence based on market prices
Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua - 2010
We estimate the risk and expected returns of private equity investments based on the market prices of exchange traded funds of funds that invest in unlisted private equity funds. Our results indicate that the market expects unlisted private equity funds to earn abnormal returns of about one to...
Persistent link: https://www.econbiz.de/10010303749
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Does it pay to invest in art? : a selection-corrected returns perspective
Korteweg, Arthur; Kräussl, Roman; Verwijmeren, Patrick - In: The review of financial studies 29 (2016) 4, pp. 1007-1038
Persistent link: https://www.econbiz.de/10011530002
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The fair return on art as an investment : accounting for transaction costs
Kräussl, Roman; Nasser Eddine, Ali - 2018
Persistent link: https://www.econbiz.de/10012064406
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To have and to hold? : the optimal holding period of art as an investment
Kräussl, Roman; Nasser Eddine, Ali - 2018
Persistent link: https://www.econbiz.de/10012064415
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Risk and expected returns of private equity investments : evidence based on market prices
Kräussl, Roman; Jegadeesh, Narasimhan; Pollet, Joshua M. - 2014
Persistent link: https://www.econbiz.de/10010502928
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Art as an alternative asset class : risk and return characteristics of the Middle Eastern & Northern African art markets
Kräussl, Roman - 2014
This chapter analyzes the risk and return characteristics of investments in artists from the Middle East and Northern Africa (MENA) region over the sample period 2000 to 2012. With hedonic regression modeling we create an annual index that is based on 3,544 paintings created by 663 MENA artists....
Persistent link: https://www.econbiz.de/10010427976
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Risk and expected returns of private equity investments : evidence based on market prices
Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua M. - In: The review of financial studies 28 (2015) 12, pp. 3269-3302
Persistent link: https://www.econbiz.de/10011447321
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Risk and expected returns of private equity investments : evidence based on market prices
Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua M. - 2009
Persistent link: https://www.econbiz.de/10003885836
Cover Image
Risk and expected returns of private equity investments : evidence based on market prices
Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua M. - 2010
We estimate the risk and expected returns of private equity investments based on the market prices of exchange traded funds of funds that invest in unlisted private equity funds. Our results indicate that the market expects unlisted private equity funds to earn abnormal returns of about one to...
Persistent link: https://www.econbiz.de/10003947462