The Predictive Power Of The J Curve

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The Predictive Power of the J-Curve

Author : Cyril Demaria
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis The Predictive Power of the J-Curve by : Cyril Demaria

Download or read book The Predictive Power of the J-Curve written by Cyril Demaria and published by . This book was released on 2015 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dealing with a recurring low level of data quality in private equity, we propose a novel approach of understanding the behavior of private equity funds (PEFs): we use PEFs' illiquidity as a factor of analysis. To do so, we measure the distance between PEF cash-flows (“J-Curves”) and return categories (“ideal-types”) that we have identified through our novel reasoning. As a result, our model excludes the attribution of a given fund from certain return categories in early years. It then attributes a fund to a specific category with a high level of confidence. By doing so, this model could help reducing solvency costs of investing in PEFs, as well as support the analysis of existing PEFs either by their current investor or for new investors on the secondary market.

The predictive power of the Yield curve across countries and time

Author : Menzie David Chinn
Publisher :
ISBN 13 :
Total Pages : 43 pages
Book Rating : 4.:/5 (695 download)

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Book Synopsis The predictive power of the Yield curve across countries and time by : Menzie David Chinn

Download or read book The predictive power of the Yield curve across countries and time written by Menzie David Chinn and published by . This book was released on 2010 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, there has been renewed interest in the yield curve (or alternatively, the term premium) as a predictor of future economic activity. In this paper, we re-examine the evidence for this predictor, both for the United States, as well as European countries. We examine the sensitivity of the results to the selection of countries, and time periods. We find that the predictive power of the yield curve has deteriorated in recent years. However there is reason to believe that European country models perform better than non-European countries when using more recent data. In addition, the yield curve proves to have predictive power even after accounting for other leading indicators of economic activity.

J-Curve Exposure

Author : Pierre-Yves Mathonet
Publisher : John Wiley & Sons
ISBN 13 : 9780470723401
Total Pages : 476 pages
Book Rating : 4.7/5 (234 download)

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Book Synopsis J-Curve Exposure by : Pierre-Yves Mathonet

Download or read book J-Curve Exposure written by Pierre-Yves Mathonet and published by John Wiley & Sons. This book was released on 2008-07-31 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building on the success of the author’s previous book Beyond the J Curve:Managing a Portfolio of Venture Capital and Private Equity Funds, this work covers new and additional material and offers advanced guidance on the practical questions faced by institutions when setting up and managing a successful private equity investment programme. Written from the practitioner’s viewpoint, the book offers private equity and venture capital professionals an advanced guide that will make high return targets more realistic and sustainable. Factors that can sometimes cause institutions to shy away from venture capital are the industry’s opaque track record, unclear valuations and risks, perceived lack of transparency as well as the significant entry barriers to overcome before tangible results show. These issues are all addressed in details with practical solutions to the problems. Among other topics J-Curve Exposure includes discussions of: Experiences with the adoption of the International Private Equity and Venture Capital Valuation Guidelines to address fair value under IFRS. Approaches for splitting and prioritizing distributions from private equity funds. Techniques for track record analysis and other tools to help limited partners in their due diligence. Approaches to dealing with uncertainty, the relevance of real options, and co-investments and side funds as advanced portfolio management techniques. Questions related to limited partner decision making fallacies and how to manage portfolios of VC funds. Securitization backed by portfolios of investments in private equity funds. Real life case studies illustrate the issues relevant for the practitioner.

Statistical Power Analysis for the Behavioral Sciences

Author : Jacob Cohen
Publisher : Routledge
ISBN 13 : 1134742770
Total Pages : 625 pages
Book Rating : 4.1/5 (347 download)

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Book Synopsis Statistical Power Analysis for the Behavioral Sciences by : Jacob Cohen

Download or read book Statistical Power Analysis for the Behavioral Sciences written by Jacob Cohen and published by Routledge. This book was released on 2013-05-13 with total page 625 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Power Analysis is a nontechnical guide to power analysis in research planning that provides users of applied statistics with the tools they need for more effective analysis. The Second Edition includes: * a chapter covering power analysis in set correlation and multivariate methods; * a chapter considering effect size, psychometric reliability, and the efficacy of "qualifying" dependent variables and; * expanded power and sample size tables for multiple regression/correlation.

Beyond the J Curve

Author : Thomas Meyer
Publisher : Wiley + ORM
ISBN 13 : 1119995027
Total Pages : 430 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Beyond the J Curve by : Thomas Meyer

Download or read book Beyond the J Curve written by Thomas Meyer and published by Wiley + ORM. This book was released on 2011-02-15 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent times, venture capital and private equity funds have become household names, but so far little has been written for the investors in such funds, the so-called limited partners. There is far more to the management of a portfolio of venture capital and private equity funds than usually perceived. Beyond the J Curve describes an innovative toolset for such limited partners to design and manage portfolios tailored to the dynamics of this market place, going far beyond the typical and often-simplistic recipe to 'go for top quartile funds'. Beyond the J Curve provides the answers to key questions, including: Why 'top-quartile' promises should be taken with a huge pinch of salt and what it takes to select superior fund managers? What do limited partners need to consider when designing and managing portfolios? How one can determine the funds' economic value to help addressing the questions of 'fair value' under IAS 39 and 'risk' under Basel II or Solvency II? Why is monitoring important, and how does a limited partner manage his portfolio? How the portfolio's returns can be improved through proper liquidity management and what to consider when over-committing? And, why uncertainty rather than risk is an issue and how a limited partner can address and benefit from the fast changing private equity environment? Beyond the J Curve takes the practitioner's view and offers private equity and venture capital professionals a comprehensive guide making high return targets more realistic and sustainable. This book is a must have for all parties involved in this market, as well as academic and students.

Credit Engineering for Bankers

Author : Morton Glantz
Publisher : Academic Press
ISBN 13 : 0123785863
Total Pages : 557 pages
Book Rating : 4.1/5 (237 download)

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Book Synopsis Credit Engineering for Bankers by : Morton Glantz

Download or read book Credit Engineering for Bankers written by Morton Glantz and published by Academic Press. This book was released on 2010-11-25 with total page 557 pages. Available in PDF, EPUB and Kindle. Book excerpt: More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks. By implementing robust risk management procedures, bankers can develop comprehensive views of obligors by integrating fundamental and market data into a portfolio framework that treats all instruments similarly. Banks that can implement strategies for uncovering credit risk investments with the highest return per unit of risk can confidently build their businesses. Through chapters on fundamental analysis and credit administration, authors Morton Glantz and Johnathan Mun teach readers how to improve their credit skills and develop logical decision-making processes. As readers acquire new abilities to calculate risks and evaluate portfolios, they learn how credit risk strategies and policies can affect and be affected by credit ratings and global exposure tracking systems. The result is a book that facilitates the discipline of market-oriented portfolio management in the face of unending changes in the financial industry. - Concentrates on the practical implementation of credit engineering strategies and tools - Demonstrates how bankers can use portfolio analytics to increase their insights about different groups of obligors - Investigates ways to improve a portfolio's return on risk while minimizing probability of insolvency

Essays on the Yield Curve, Its Predictive Power and Monetary Policy

Author : Hibiki Ichiue
Publisher :
ISBN 13 :
Total Pages : 322 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Essays on the Yield Curve, Its Predictive Power and Monetary Policy by : Hibiki Ichiue

Download or read book Essays on the Yield Curve, Its Predictive Power and Monetary Policy written by Hibiki Ichiue and published by . This book was released on 2005 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Private Equity Fund Investments

Author : Cyril Demaria
Publisher : Springer
ISBN 13 : 1137400390
Total Pages : 310 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis Private Equity Fund Investments by : Cyril Demaria

Download or read book Private Equity Fund Investments written by Cyril Demaria and published by Springer. This book was released on 2015-04-30 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents new, advanced, evidence-based guidance on investing in private equity funds: first by assessing the investor's environment and motivations, then by looking into the risks, returns and overall performance of funds and finally, by offering practical solutions to the illiquidity conundrum.

Inflation Expectations

Author : Peter J. N. Sinclair
Publisher : Routledge
ISBN 13 : 1135179778
Total Pages : 402 pages
Book Rating : 4.1/5 (351 download)

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Book Synopsis Inflation Expectations by : Peter J. N. Sinclair

Download or read book Inflation Expectations written by Peter J. N. Sinclair and published by Routledge. This book was released on 2009-12-16 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inflation is regarded by the many as a menace that damages business and can only make life worse for households. Keeping it low depends critically on ensuring that firms and workers expect it to be low. So expectations of inflation are a key influence on national economic welfare. This collection pulls together a galaxy of world experts (including Roy Batchelor, Richard Curtin and Staffan Linden) on inflation expectations to debate different aspects of the issues involved. The main focus of the volume is on likely inflation developments. A number of factors have led practitioners and academic observers of monetary policy to place increasing emphasis recently on inflation expectations. One is the spread of inflation targeting, invented in New Zealand over 15 years ago, but now encompassing many important economies including Brazil, Canada, Israel and Great Britain. Even more significantly, the European Central Bank, the Bank of Japan and the United States Federal Bank are the leading members of another group of monetary institutions all considering or implementing moves in the same direction. A second is the large reduction in actual inflation that has been observed in most countries over the past decade or so. These considerations underscore the critical – and largely underrecognized - importance of inflation expectations. They emphasize the importance of the issues, and the great need for a volume that offers a clear, systematic treatment of them. This book, under the steely editorship of Peter Sinclair, should prove very important for policy makers and monetary economists alike.

Financial Forecasting for Business and Economics

Author : Eduard Jan Bomhoff
Publisher :
ISBN 13 :
Total Pages : 242 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Financial Forecasting for Business and Economics by : Eduard Jan Bomhoff

Download or read book Financial Forecasting for Business and Economics written by Eduard Jan Bomhoff and published by . This book was released on 1994 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text summarizes the important new thinking on financial market forecasting and on the statistical modeling of non-stationary series in a clear and readable manner. The emphasis throughout is on real-life examples using data from a wide variety of countries and sources.

Revolution

Author : Rosemary H. T. O'Kane
Publisher : Taylor & Francis US
ISBN 13 : 9780415201346
Total Pages : 642 pages
Book Rating : 4.2/5 (13 download)

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Book Synopsis Revolution by : Rosemary H. T. O'Kane

Download or read book Revolution written by Rosemary H. T. O'Kane and published by Taylor & Francis US. This book was released on 2000 with total page 642 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mining Data for Financial Applications

Author : Valerio Bitetta
Publisher : Springer Nature
ISBN 13 : 3030669815
Total Pages : 161 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis Mining Data for Financial Applications by : Valerio Bitetta

Download or read book Mining Data for Financial Applications written by Valerio Bitetta and published by Springer Nature. This book was released on 2021-01-14 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised selected papers from the 5th Workshop on Mining Data for Financial Applications, MIDAS 2020, held in conjunction with ECML PKDD 2020, in Ghent, Belgium, in September 2020.* The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 15 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain. *The workshop was held virtually due to the COVID-19 pandemic. “Information Extraction from the GDELT Database to Analyse EU Sovereign Bond Markets” and “Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting” are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.

Categorical Data Analysis

Author : Alan Agresti
Publisher : John Wiley & Sons
ISBN 13 : 1118710940
Total Pages : 756 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Categorical Data Analysis by : Alan Agresti

Download or read book Categorical Data Analysis written by Alan Agresti and published by John Wiley & Sons. This book was released on 2013-04-08 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the Second Edition "A must-have book for anyone expecting to do research and/or applications in categorical data analysis." —Statistics in Medicine "It is a total delight reading this book." —Pharmaceutical Research "If you do any analysis of categorical data, this is an essential desktop reference." —Technometrics The use of statistical methods for analyzing categorical data has increased dramatically, particularly in the biomedical, social sciences, and financial industries. Responding to new developments, this book offers a comprehensive treatment of the most important methods for categorical data analysis. Categorical Data Analysis, Third Edition summarizes the latest methods for univariate and correlated multivariate categorical responses. Readers will find a unified generalized linear models approach that connects logistic regression and Poisson and negative binomial loglinear models for discrete data with normal regression for continuous data. This edition also features: An emphasis on logistic and probit regression methods for binary, ordinal, and nominal responses for independent observations and for clustered data with marginal models and random effects models Two new chapters on alternative methods for binary response data, including smoothing and regularization methods, classification methods such as linear discriminant analysis and classification trees, and cluster analysis New sections introducing the Bayesian approach for methods in that chapter More than 100 analyses of data sets and over 600 exercises Notes at the end of each chapter that provide references to recent research and topics not covered in the text, linked to a bibliography of more than 1,200 sources A supplementary website showing how to use R and SAS; for all examples in the text, with information also about SPSS and Stata and with exercise solutions Categorical Data Analysis, Third Edition is an invaluable tool for statisticians and methodologists, such as biostatisticians and researchers in the social and behavioral sciences, medicine and public health, marketing, education, finance, biological and agricultural sciences, and industrial quality control.

An Introduction to Categorical Data Analysis

Author : Alan Agresti
Publisher : John Wiley & Sons
ISBN 13 : 1119405270
Total Pages : 400 pages
Book Rating : 4.1/5 (194 download)

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Book Synopsis An Introduction to Categorical Data Analysis by : Alan Agresti

Download or read book An Introduction to Categorical Data Analysis written by Alan Agresti and published by John Wiley & Sons. This book was released on 2018-10-11 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: A valuable new edition of a standard reference The use of statistical methods for categorical data has increased dramatically, particularly for applications in the biomedical and social sciences. An Introduction to Categorical Data Analysis, Third Edition summarizes these methods and shows readers how to use them using software. Readers will find a unified generalized linear models approach that connects logistic regression and loglinear models for discrete data with normal regression for continuous data. Adding to the value in the new edition is: • Illustrations of the use of R software to perform all the analyses in the book • A new chapter on alternative methods for categorical data, including smoothing and regularization methods (such as the lasso), classification methods such as linear discriminant analysis and classification trees, and cluster analysis • New sections in many chapters introducing the Bayesian approach for the methods of that chapter • More than 70 analyses of data sets to illustrate application of the methods, and about 200 exercises, many containing other data sets • An appendix showing how to use SAS, Stata, and SPSS, and an appendix with short solutions to most odd-numbered exercises Written in an applied, nontechnical style, this book illustrates the methods using a wide variety of real data, including medical clinical trials, environmental questions, drug use by teenagers, horseshoe crab mating, basketball shooting, correlates of happiness, and much more. An Introduction to Categorical Data Analysis, Third Edition is an invaluable tool for statisticians and biostatisticians as well as methodologists in the social and behavioral sciences, medicine and public health, marketing, education, and the biological and agricultural sciences.

Fundamentals of Clinical Data Science

Author : Pieter Kubben
Publisher : Springer
ISBN 13 : 3319997130
Total Pages : 219 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Fundamentals of Clinical Data Science by : Pieter Kubben

Download or read book Fundamentals of Clinical Data Science written by Pieter Kubben and published by Springer. This book was released on 2018-12-21 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book comprehensively covers the fundamentals of clinical data science, focusing on data collection, modelling and clinical applications. Topics covered in the first section on data collection include: data sources, data at scale (big data), data stewardship (FAIR data) and related privacy concerns. Aspects of predictive modelling using techniques such as classification, regression or clustering, and prediction model validation will be covered in the second section. The third section covers aspects of (mobile) clinical decision support systems, operational excellence and value-based healthcare. Fundamentals of Clinical Data Science is an essential resource for healthcare professionals and IT consultants intending to develop and refine their skills in personalized medicine, using solutions based on large datasets from electronic health records or telemonitoring programmes. The book’s promise is “no math, no code”and will explain the topics in a style that is optimized for a healthcare audience.

Political Violence in Sri Lanka, 1971-1987

Author : Gāmiṇi Samaranāyaka
Publisher : Gyan Publishing House
ISBN 13 : 9788121210034
Total Pages : 440 pages
Book Rating : 4.2/5 (1 download)

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Book Synopsis Political Violence in Sri Lanka, 1971-1987 by : Gāmiṇi Samaranāyaka

Download or read book Political Violence in Sri Lanka, 1971-1987 written by Gāmiṇi Samaranāyaka and published by Gyan Publishing House. This book was released on 2008 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the revised version of his doctoral thesis on Political Violence in the Third World: A Case Study of Sri Lanka: 1971-1987 . It is a systematic, empirical study of the left-wing insurrection by the Janatha Vimkuthi Peramuna (JVP) in April 1971 and the ethnic insurrection by the Liberation Tigers of Tamil Eelam (LTTE) up to the Indo Sri Lanka Accord of 1987. This is an in-depth study regarding a crucial phase of the on-going political violence in Sri Lanka. The book emphasizes that the root cause for the Political Violence in Sri Lanka is not only confined to ethnic groups but also on socio-economic basis too. The study explores the socio-economic and political background that paved the way to the origin and development of underground movements, the genesis of ideologies, the strategies and tactics adopted leading to the escalation of political violence. This book will therefore, serve as a core reading material to understand the political violence in Sri Lanka. Consequently, it will serve as a very useful authentic reference material for the students of political science and policy makers concerned in search of a sustainable consensus and compromise for setting the political violence in Sri Lanka. Contents: - List of Tables Abbreviations Foreword Preface Introduction Theories on Political Violence: An Analytical Framework Preconditions of Political Violence in Sri Lanka: The 1971 Insurrection Precondition of Tamil Guerrilla Warfare Origin, Development and Form of Guerrilla Organisations Ideologies, Strategies, and Programmes Pattern of Political Violence: 1971-1987 Conclusion Appendices Bibliography Index. The Title 'Political Violence In Sri Lanka written/authored/edited by Gamini Samaranayake', published in the year 2008. The ISBN 9788121210034 is assigned to the Hardcover version of this title. This book has total of pp. 432 (Pages). The publisher of this title is Gyan Publishing House. This Book is in English. The subjec

The Use of Financial Spreads As Indicator Variables

Author : E. P. Davis
Publisher : International Monetary Fund
ISBN 13 : 1451844980
Total Pages : 28 pages
Book Rating : 4.4/5 (518 download)

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Book Synopsis The Use of Financial Spreads As Indicator Variables by : E. P. Davis

Download or read book The Use of Financial Spreads As Indicator Variables written by E. P. Davis and published by International Monetary Fund. This book was released on 1994-03-01 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the UK and German economies. It is found that they do have significant information, even after allowing for the effects of other influences upon macro-economic activity.