This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds … diversification across financing stages, but increases with diversification across industries. Accordingly, the fraction of portfolio … companies which have a negative return or return nothing at all, increase with diversification across financing stages …

returns are close to empirically observed average fund returns for moderately risk tolerant LPs with private equity … allocations up to 40%. Likewise, optimal portfolio allocations for these LPs are similar to those observed in practice. More risk …

This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds … diversification across financing stages, but increases with diversification across industries. Accordingly, the fraction of portfolio … companies which have a negative return or return nothing at all, increase with diversification across financing stages …

This paper is the first systematic analysis of the impact of diversification on the performance of private equity funds … diversification across financing stages, but increases with diversification across industries. Accordingly, the fraction of portfolio … companies which have a negative return or return nothing at all, increase with diversification across financing stages …

VC firm experience only relates positively to performance when outstanding (e.g. 3rd generation fund or above). However … discusses how their heterogeneity leaves room for VC firms to pursue diversification strategies and minimise the correlation …

The efficacy of four different portfolio allocation strategies is evaluated according to their absolute returns during …) portfolio. The aim is to assess portfolio performance using cumulative returns, the Sharpe ratio and the daily vola- tilities of … each portfolio. The four asset allocation methods are governed by multiple constraints. Although previous work has shown …

products. Once one admits that portfolio diversification reduces manager risk, there is a fundamental question that needs to be … risk associated with hedge fund investing diminishes in importance when the funds are repackaged into fund of funds … strategies, too much diversification results in undesirable side effects in the higher moments of the return distribution. Thus …

paper analyzes the effect of dividend yield on return as well as on risk and on performance of stocks and stock portfolios … increasing dividend yield. However, this result is rather based on risk reduction than on a higher return where risk reduction …-sized companies (MDAX), and stocks of technology firms (TecDAX). Our findings suggest that the performance generally improves with an …

degree of diversification. The performance of the banks is measured by the return on assets ratio (ROA) and the Risk Adjusted …The current paper analyzes the performance and the choice of portfolio in Islamic banks. We consider a sample of 8 … Return On Capital ratio (RAROC). Finally, we use the Modern Portfolio Theory (MPT) of Markowitz to define the efficient …

VC firm experience only relates positively to performance when outstanding (e.g. 3rd generation fund or above). However … discusses how their heterogeneity leaves room for VC firms to pursue diversification strategies and minimise the correlation …