박사

국내 PEF의 수익률 특성과 성과평가 방법론에 관한 연구 = A study on performance of Korean PEF and evaluation methodology

배기범 2019년
논문상세정보
' 국내 PEF의 수익률 특성과 성과평가 방법론에 관한 연구 = A study on performance of Korean PEF and evaluation methodology' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 일반 경영
  • DIRECT ALPHA
  • PUBLIC MARKET EQUIVALENT
  • TVPI
  • irr
  • pef
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
1,553 0

0.0%

' 국내 PEF의 수익률 특성과 성과평가 방법론에 관한 연구 = A study on performance of Korean PEF and evaluation methodology' 의 참고문헌

  • 해외 사모펀드 성과와 분산투자효과
    박종원 송인규 최명섭 ⌜재무 연구⌟, 제28권 제3호:385-416 [2015]
  • 한국 모태펀드의 운용 현황과 투자 성과 분석
    박정서 윤병섭 ⌜중 소기업연구⌟, 제34권 제2호:23-46 [2012]
  • 사모펀드의 전략별 성과분석 및 성과지속성 연구
    강지은 송인규 윤창현 ⌜선물연구⌟, 제22권 제3호:531-564 [2014]
  • 사모펀드 성과분석: 대체투자 관점에서
    이준서 ⌜한국증권학회지 ⌟, 제46권 1호:187-216 [2017]
  • 경영참여형 사모펀드(PEF)의 가치평가모형과 투자성과 평 가기법에 관한 연구
    이원흠 ⌜경영교육연구⌟, 제32권 제5호:1-20 [2017]
  • S rensen, Morten, and Ravi Jagannathan.(2015). The Public Market Equivalent and Private Equity Performance, Financial Analysts Journal, 71:43-50.
  • Rouvinez, Christophe,(2003). Private Equity Benchmarking with PME+, Venture Capital Journal, August: 34-38.
  • Robinson, David, and Berk Sensoy.(2013). Do Private Equity Fund Managers Earn their Fees? Compensation, Ownership, and Cash Flow Performance, Review of Financial Studies, 26(11): 2760-2797.
  • Robinson, David, and Berk Sensoy.(2011a). Private Equity in the 21st Century: Liquidity, Cash Flows, and Performance from 1984-2010, Working Paper, Duke University and Ohio State University.
  • Private Equity Fund-of-Funds를 활용한 기관투 자자의 PE투자전략에 관한 연구
    이관영 한철호 ⌜한국증권학회지⌟, 제42권 1호: 47-78 [2013]
  • Phalippou, Ludovic, and Oliver Gottschalg.(2009). The Performance of Private Equity Funds. Review of Financial Studies, 22 :1747– 1776.
  • Lopez-de-Silanes, Florencio, Ludovic Phalippou, and Oliver Gottschalg. (2015), Giants at the gate: Investment returns and diseconomies of scale in private equity, Journal of Financial and Quantitative Analysis 50 (3): 377-411.
  • Long, Austin, and Craig Nickels.(1996). A Private Investment Benchmark, Working Paper.
  • Ljungqvist, Alexander, and Matt Richardson.(2002). The cash flow, return and risk characteristics of private equity, NBER Working paper NO.9454.
  • Kaplan,Steven,and Antoinette Schoar, and Per Stromberg.(2009). Leveraged Buyouts and Private Equity. Journal of Economic Perspectives, 23: 121-146.
  • Kaplan, Steven, and Antoinette Schoar.(2005). Private Equity Performance, Returns, Persistence, and Capital Flows. Journal of Finance 60 :1791–1823.
  • Jenkinson, Tim, Miguel Sousa, and Rudiger Stucke.(2013). How Fair are the Valuations of Private Equity Funds?, Working Paper SSRN2229547, Oxford University.
  • Higson, Chris, and Rudiger Stucke,(2012). The Performance of Private Equity, Working Paper SSRN2009067, Collier Institute of Private Equity, London Business School.
  • Harris, Robert, Tim Jenkinson, and Steven Kaplan.(2015). How Do Private Equity Investments Perform Compared to Public Equity?, Working Paper SSRN2597259, Darden Business School .
  • Harris, Robert, Tim Jenkinson, and Steven Kaplan.(2014). Private Equity Performance: What Do We Know?, Journal of Finance, 69:1851-1882.
  • Gredil, Oleg, Barry Griffiths, and Ruediger Stucke.(2014). Benchmarking Private Equity: The Direct Alpha Method, SSRN Working Paper.
  • Franzoni, Francesco, Eric Nowak, and Ludovic Phalippou.(2012). Private Equity Performance and Liquidity Risk, Journal of Finance, 67:2341-2373.
  • Cambridge Associates.(2013).New Method for Comparing Performance of Private Investments with Public Investments Introduced by Cambridge Associates.
  • Cambridge Associates.(2013). Private Equity and Venture Capital Benchmarks - An Introduction for Readers of Quarterly Commentaries.
  • Brown, Gregory, Oleg Gredil, and Steven Kaplan.(2019). Do Private Equity Funds Manipulate Reported Returns?, the Journal of Financial Economics, 132:267-297.
  • Brown, Gregory, Oleg Gredil, and Steven Kaplan.(2013). Do Private Equity Funds Game Returns?,Working Paper, University of North Carolina, May.
  • Barber, Brad, and Ayako Yasuda.(2017). Interim Fund Performance and Fundraising in Private Equity, Journal of Financial Economics,124:172-194.
  • Appelbaum, Eileen, and Rosemary Batt. (2017). Update: Are Lower Private Equity Returns the New Normal?, February, Center for Economic and Policy Research.
  • Ang, Andrew, and Morten S rensen.(2012). Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches, Quarterly Journal of Finance, 2.
  • Aigner, Philipp, Stefan Albrecht, Georg Beyschlag, Tim Friederich, Markus Kalepky, and Rudi Zagst.(2008). What Drives PE?:Analyses of Success Factors for Private Equity Funds, Journal of Private Equity, 11: 63-85.