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Barrier-dependent structural models of default risk

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Overnight return momentum : evidence from European markets

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Classic performance indexes revisited : axiomatic and applications

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Decision making in the venture capital and private equity industry - a behavioral and experimental approach to examine the decision accuracy and behavior towards risk

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Private Equity: Rendite, Risiko und Markteinflussfaktoren : eine empirische Analyse europäischer Private-Equity-Fonds

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A generalization of the calendar time portfolio approach and the performance of private investors

Hoechle, Daniel (contributor); Zimmermann, Heinz (contributor) - 2007

We present a regression-based generalization of the calendar time portfolio approach which allowsfor the inclusion of continuous and multivariate investor or firm characteristics in the analysis. Ourmethod is simple to apply and it ensures that the statistical results are heteroscedasticity...