Volatility measures
- Static Pool Reporting Under Regulation ABMaria Kieslich and Ned MyersThe Journal of Structured Finance January 2007, 12 (4) 28-36; DOI: https://doi.org/10.3905/jsf.12.4.28
- Determining Volatility, Cost of Equity, and Equity
Valuation of Private Business for M&AManu SharmaThe Journal of Private Equity May 2012, 15 (3) 102-105; DOI: https://doi.org/10.3905/jpe.2012.15.3.102 - Investment Certainty and Demonetization: Evidence from IndiaPeeyush BangurThe Journal of Private Equity August 2019, 22 (4) 60-69; DOI: https://doi.org/10.3905/jpe.2019.1.086
- Do Daily Dividends Reduce Stock Return Volatility and Value-at-Risk?MD. Noman SiddikeeThe Journal of Private Equity August 2018, 21 (4) 75-85; DOI: https://doi.org/10.3905/jpe.2018.1.072
- The Curious Year-to-Year Performance of Buyout Fund Returns: Another Mark-to-Market Problem?Jeff Hooke and Ken YookThe Journal of Private Equity November 2017, 21 (1) 9-19; DOI: https://doi.org/10.3905/jpe.2017.21.1.009
- The Implications of Fair Value Accounting Standards
on Private Equity Buyout ReturnsAdrian OberliThe Journal of Private Equity August 2012, 15 (4) 55-78; DOI: https://doi.org/10.3905/jpe.2012.15.4.055 - The S&P Private Equity Index versus the Private Equity Total Return Index: A Volatility ComparisonManu Sharma and Shikha KaushalThe Journal of Private Equity February 2012, 15 (2) 51-52; DOI: https://doi.org/10.3905/jpe.2012.15.2.051
- Explaining Stock Price Volatility with Terminal Value
EstimatesHarlan Platt, Marjorie Platt and Sebahattin DemirkanThe Journal of Private Equity November 2011, 15 (1) 16-25; DOI: https://doi.org/10.3905/jpe.2011.15.1.016 - Volatility and Returns Analysis of U.S. PE IndexManu Sharma, Ashutosh Gupta and Jaspreet SidhuThe Journal of Private Equity May 2011, 14 (3) 38-41; DOI: https://doi.org/10.3905/jpe.2011.14.3.038
- Simulation of Execution Costs in the Global Institutional Spot FX MarketAnatoly B SchmidtThe Journal of Trading September 2009, 4 (4) 62-68; DOI: https://doi.org/10.3905/JOT.2009.4.4.062
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