REVIEW OF FINANCE ·VOL.20, ISSUE. 3 · MAY 2016 私募股权投资中的投资者规模和表现 作者:A. Dyck (University of Toronto), L. Pomorski (AQR Capital Management, LLC) 摘要:我们证明了在20世纪90年代和21世纪,持有显著规模私人股权投资(PE)的固定收益养老金计划所得的收益比持有
Journal of Corporate Finance · Volume 40, October 2016, Pages 192–215 私有化能通过经营的改善增加价值吗? 作者:Brian Ayash (California Polytechnic State University), Harm Schütt (Ludwig Maximilian University of Munich
REVIEW OF FINANCIAL STUDIES·(2016)29(10):2600-2642.doi:10.1093 哪些因素对投资者而言是重要的?来自共同基金流量的证据 作者:Brad M. Barber (Graduate School of Management- University of California, Davis), Xing Huang (Broad College
The Journal of Portfolio Management, Spring 2016, Vol. 42, No. 3: pp. 101-113 关于资产类别层面价值和动量应用的案例研究 作者:Victor Haghani (founder and CEO of Elm Partners), Richard Dewey (portfolio associate at PIMCO) 摘要
Journal of Financial Markets, Volume 29, June 2016, Pages 47–65. “橙汁困局”的由来:情绪,智钱,还是基本面? 作者:Pin-Huang Chou, Chia-Hsun Hsieh, Carl Hsin-Han Shen (Department of Finance-National Central University) 摘要
Journal of Empirical Finance 38 (2016.09) 知情卖空、交割失败和异常收益 作者:Thomas Stratmann (Department of Economics-George Mason University), John W. Welborn (Department of Economics-George Mason University) 摘要:使用
Journal of Banking & Finance ·Volume 64, March 2016, Pages 1-15 对冲基金能动态地管理系统风险吗? 作者:Ethan Namvara (Haas School of Business, University of California), Blake Phillipsb (School of Accounting an
The Journal of Finance Volume 71, Issue4, August 2016, Pages1591—1622 风险投资监控的影响 作者:Shai Bernstein (Stanford University-Graduate School of Business), Xavier Giroud (MIT-Sloan School of Management