The following content has been added at finexpert:
Note
Note on Using the “Svensson procedure” to estimate the risk free rate in corporate valuation
Sven Arnold | Alexander Lahmann | Bernhard Schwetzler
We added a note on the use of the “Svensson procedure” that gives a motivation for its use, an overview over its importance and purpose in applied corporate valuation. (October 28, 2011) >more if you are a member and logged in
Studies > Alternative Investments
Ernst & Young
OCTOBER 2011: PRIVATE EQUITY BACKED IPO MARKET
Global new issuance fell dramatically this quarter, as global fears of a double-dip recession increased. Will PE rebound? >more
Studies > Alternative Investments
Prequin
PREQIN SPECIAL REPORT: DISTRESSED PRIVATE EQUITY
Investor appetite for distressed private equity funds has increased significantly over the past few years. >more
Studies > Risk Management
BCG
MOVING BEYOND COMPLIANCE: HOW BANKS SHOULD LEVERAGE TECHNOLOGY TO CAPITALIZE ON REGULATORY CHANGE
A study on efficient handling of regulatory changes for the banking industry. >more
Studies > Macro
Deutsche Bank
ERLÖSE, WETTBEWERB, WACHSTUM
A study on the potential of privatization to handle the budget crisis (in German). >more
Publications > Corporate Valuation
Size, Value, and Momentum in International Stock Returns
Eugene F. Fama and Kenneth R. French
SSRN Working Paper
In the four regions (North America, Europe, Japan, and Asia Pacific) we examine, there are value premiums in average stock returns that, except for Japan, decrease with size. Except for Japan, there is return momentum everywhere, and spreads in average momentum returns also decrease from smaller to bigger stocks. >more
