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Record W3121282881 · doi:10.3905/jfi.2013.23.1.102

Debt Investments in Private Firms: <i>Legal Institutions and Investment</i><i>Performance in 25 Countries</i>

2013· article· en· W3121282881 on OpenAlexaff
Douglas J. Cumming, Grant Fleming

Bibliographic record

VenueThe Journal of Fixed Income · 2013
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicPrivate Equity and Venture Capital
Canadian institutionsYork University
Fundersnot available
KeywordsBusinessDebtInvestment (military)FinanceMonetary economicsFinancial systemEconomicsLawPolitical science

Abstract

fetched live from OpenAlex

The authors document the types of private debt investments made by fund managers into private firms across 25 countries from 2001–2010. Returns to private debt investments depend on lender (fund manager) characteristics, particularly portfolio size per manager, thus highlighting the role of time allocation for due diligence and monitoring. Also, investment returns are significantly related to borrower (firm-specific) risk. By contrast, market conditions, such as TED spreads, and country-level legal factors, such as creditor rights, are insignificantly or, at most, weakly related to returns. Market and legal conditions are nevertheless significantly related to private debt investment volumes and location. <bold>TOPICS:</bold> <ext-link>Real assets/alternative investments/private equity</ext-link>, <ext-link>fixed income and structured finance</ext-link>, <ext-link>fixed-income portfolio management</ext-link>

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.182
Threshold uncertainty score0.446

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.003
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.015
GPT teacher head0.221
Teacher spread0.206 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations15
Published2013
Admission routes1
Has abstractyes

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