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dc.contributor.authorLamothe Fernández, Prosper
dc.contributor.authorGarcía-Argüelles, Eduardo
dc.contributor.authorFernández-Minguélez, Sergio Manuel
dc.contributor.authorHassani-Zerrouk, Omar
dc.date.accessioned2024-04-17T12:06:46Z
dc.date.available2024-04-17T12:06:46Z
dc.date.issued2024
dc.identifier.citationLamothe-Fernández, P., García-Argüelles, E., Fernández-Miguélez, S.M. et al. Determining Drivers of Private Equity Return with Computational Approaches. Comput Econ (2024).es_ES
dc.identifier.urihttps://hdl.handle.net/10630/31064
dc.description.abstractPrivate equity (PE) represents the acquisition of stakes in non-listed companies, often long-term, with the objective of improving the performance and value of the company to obtain significant benefits at time of disinvestment. PE has gained particular importance in the global financial system for delivering superior risk-adjusted returns. Knowing the PE return drivers has been of great interest among researchers and academics, and some studies have developed statistical models to determine PE return drivers. Still, the explanatory capacity of these models has certain limitations related to their precision levels and exclusive focus on groups of countries located in Europe and the EE.UU. Therefore, in the current literature, new models of analysis of the PE return drivers are demanded to provide a better fit in worldwide scenarios. This study contributes to the accuracy of the models that identify the PE return drivers using computational methods and a sample of 1606 PE funds with a geographical focus on the world’s five regions. The results have provided a unique set of PE return drivers with a precision level above 86%. The conclusions obtained present important theoretical and practical implications, expanding knowledge about PE and financial forecasting from a global perspective.es_ES
dc.description.sponsorshipFunding for open access charge: Universidad de Málaga / CBUAes_ES
dc.language.isoenges_ES
dc.publisherSpringeres_ES
dc.rightsinfo:eu-repo/semantics/openAccesses_ES
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectModelos econométricoses_ES
dc.subject.otherPrivate equityes_ES
dc.subject.otherComputational methodses_ES
dc.subject.otherFund return driverses_ES
dc.subject.otherFeature selectiones_ES
dc.subject.otherGlobal financial marketes_ES
dc.titleDetermining drivers of private equity return with computational approacheses_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.centroE.T.S.I. Informáticaes_ES
dc.identifier.doihttps://doi.org/10.1007/s10614-024-10577-6
dc.rights.ccAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersiones_ES


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