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Venture Capital and Sequential Investments

Bergemann, Dirk - 2019

We present a dynamic model of venture capital financing, described as a sequential investment problem with uncertain outcome. Each venture has to pass a sequence of milestones, and there is a chance of terminal failure in each milestone. The investors decide sequentially about the speed of the...

Persistent link: https://www.econbiz.de/10012706011

Risk analysis with categorical explanatory variables

Kang, Seul Ki; Peng, Liang; Xiao, Hongmin - In: Insurance / Mathematics & economics 91 (2020), pp. 238-243

Persistent link: https://www.econbiz.de/10012242018

Statistical inference for a relative risk measure

He, Yi; Hou, Yanxi; Peng, Liang; Sheng, Jiliang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10012177340

Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure

Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang - In: Scandinavian actuarial journal (2018) 8, pp. 661-680

Persistent link: https://www.econbiz.de/10011939722

Unified inference for an AR process regardless of finite or infinite variance GARCH errors

Huang, Haitao; Leng, Xuan; Liu, Xiaohui; Peng, Liang - In: Journal of financial econometrics 18 (2020) 2, pp. 425-470

Persistent link: https://www.econbiz.de/10012232977

Does the diversification potential of securitized real estate vary over time and should investors care?

Peng, Liang; Schulz, Rainer - In: The journal of real estate finance and economics 47 (2013) 2, pp. 310-340

Persistent link: https://www.econbiz.de/10009781303

Mortgage fund flows, capital appreciation, and real estate cycles

Arsenault, Marcel; Clayton, Jim; Peng, Liang - In: The journal of real estate finance and economics 47 (2013) 2, pp. 243-265

Persistent link: https://www.econbiz.de/10009781320

Interest rates and investment : evidence from commercial real estate

Peng, Liang; Thibodeau, Thomas G. - In: The journal of real estate finance and economics 60 (2020) 4, pp. 554-586

Persistent link: https://www.econbiz.de/10012226699

Unified tests for a dynamic predictive regression

Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 684-699

Persistent link: https://www.econbiz.de/10012588007

Two-step risk analysis in insurance ratemaking

Kang, Seul Ki; Peng, Liang; Golub, Andrew - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 532-542

Persistent link: https://www.econbiz.de/10012588357

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