Estimation of risk and return of venture capital investments in an emerging market : an iterative generalized method of moments approach
Myung-Jig Kim (College of Economics and Finance, Hanyang University), Sang-Soo Kim (Korea Venture Investment Corporation), Sang-Heon Lee (College of Economics and Finance, Hanyang University)
| Year of publication: |
June 2015
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|---|---|
| Authors: | Kim, Myung-jig ; Kim, Sang-Soo ; Lee, Sang-heon |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 3, p. 475-495
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| Subject: | Fama–French factors | Iterative GMM estimation | Risk and return | Venture investment | Risikokapital | Venture capital | Momentenmethode | Method of moments | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Investitionsrisiko | Investment risk | CAPM | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011459035