The literature on stock return predictability has identified macroeconomic and technical predictors that when combined, leads to out-of-sample outperformance relative to the historical mean null. This paper investigates a new method for aggregating information beyond using forecast combination...

This research applies findings from the field of factor investing to address the question of what drives private equity deal returns. I provide empirical evidence that the most comprehensively documented factor anomalies have explanatory power of cross sectional variations in returns of private...