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Record W7024529237

The risk premium of private equity - a geographical comparison

2020· dissertation· en· W7024529237 on OpenAlexaboutno aff

Bibliographic record

VenueRevista de Estudos Anglo-Portugueses/Journal of Anglo-Portuguese Studies · 2020
Typedissertation
Languageen
FieldBusiness, Management and Accounting
TopicPrivate Equity and Venture Capital
Canadian institutionsnot available
Fundersnot available
KeywordsPrivate equity fundEquity riskPrivate equityEquity capital marketsPrivate investment in public equityPrivate equity firmEquity premium puzzleRisk premiumClub deal
DOInot available

Abstract

fetched live from OpenAlex

This thesis demonstrates empirical evidence for performance determinants of private equity funds with investments in the United States, Canada, Japan, United Kingdom, France and Germany using a comprehensive database with information on private equity performances. The analysis provides findings on determinants and their impact on private equity fund performances. The results indicate a positive impact of public stock market index excess returns and show empirical evidence of a negative impact of rising interest rates on fund performances due to a substitution effect for other investment opportunities and a higher cost of leverage.

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)0.005
metaresearch head score (Gemma)0.006
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Research integrity
Consensus categoriesMeta-epidemiology (narrow)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.203
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.006
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0010.002
Science and technology studies0.0010.001
Scholarly communication0.0010.001
Open science0.0020.001
Research integrity0.0010.003
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 head0.038
GPT teacher head0.319
Teacher spread0.282 · 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; both teacher heads agree on what is shown here.

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

Citations0
Published2020
Admission routes1
Has abstractyes

Explore more

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