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November 2021
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Berk Sensoy (Vanderbilt University, Owen Graduate School of Management)
Diversifying Private Equity Abstract Most institutional investors in private equity (PE) invest in just one or two PE funds per year. For these investors, it is overly optimistic to judge the value of PE as an asset class by its average performance, as prior literature does, because it does not…
Find out more »Michael Weber (The University of Chicago, Booth School of Business)
Missing Data in Asset Pricing Panels Abstract Missing data for return predictors is a common problem in cross sectional asset pricing studies. Most papers do not explicitly discuss how they treat missing data but conventional treatments focus on complete cases for all predictors or impute the unconditional mean for the…
Find out more »Daniel Greenwald – MIT
Daniel will present his paper, 'The Credit Line Channel' in-person at Rouss and Robertson Hall Room 305. The paper is attached and the abstract appears below. The seminar can also be attended virtually at the following Zoom Link: https://www.commerce.virginia.edu/CIFM-seminar The Credit Line Channel Abstract: Aggregate U.S. bank lending to firms…
Find out more »September 2022
Josh Lerner – HBS
Financial Innovation in the 21st Century: Evidence from U.S. Patents Josh Lerner, Amit Seru, Nicholas Short, & Yuan Sun December 29, 2021 We explore financial innovation through a dataset of 24 thousand U.S. finance patents granted over last two decades, using machine learning to identify the financial patents and extensively…
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