Ditapis dengan
Valuing Private Equity
We develop a dynamic valuation model of private equity (PE) investments by solving the portfolio-choice problem for a risk-averse investor (LP), who invests in a PE fund, managed by a general partner (GP). Key features are illiquidity, leverage, GP value-adding skills (alpha), and compensation, including management fees and carried interest. We find that the costs of management fees, carried in…
- Edisi
- Vol. 27 No. 7, Jul 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- 2266 p.
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2707
Ambiguity Aversion and Asset Prices in Production Economies
We examine a production-based asset pricing model with an unobservable mean growth rate ollowing a two-state Markov chain and with an ambiguity averse representative agent. Our model requires a low coefficient of relative risk aversion to produce: (i) a high equity premium and volatile equity returns, (ii) a low and smooth risk-free rate, (iii) smooth consumption growth and volatile nvestment g…
- Edisi
- Vol. 27 No. 10, Oct 2014
- ISBN/ISSN
- 1465-7368
- Deskripsi Fisik
- 3097 p.
- Judul Seri
- The Review of Financial Studies
- No. Panggil
- RFS2710
Fair Pay or Power Play? Pay Equity, Managerial Power, and Compensation Adjust…
This study examines how firms use benchmarking information about peers to determine the compensation that they offer to chief executive officers (CEOs). It jointly addresses two distinct perspectives: pay equity and managerial power. Pay inequity provides strong motivation for CEOs to restore equity, by promoting the logic of external fairness and urging boards of directors to implement peer be…
- Edisi
- Vol. 42 No. 2, Feb 2016
- ISBN/ISSN
- 1557-1211
- Deskripsi Fisik
- 556 p.
- Judul Seri
- Journal of Management
- No. Panggil
- -
Evaluation of the Equity Research Report Writing Process on Telecommunication…
Laporan ini memberikan evaluasi terhadap proses penulisan laporan penelitian ekuitas pada Divisi Riset Ekuitas PT DNW, salah satu perusahaan sekuritas terkemuka di Indonesia. Penilaian yang dilakukan berdasarkan pedoman yang dikemukakan Wall Street dan juga berdasarkan hasil perbandingan dengan dua sekuritas lokal terkemuka di Indonesia yaitu Bahana Sekuritas dan Mandiri Sekuritas. Dari hasil e…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xiv, 53 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- S 15384
Economic growth and social equity in developing countries
Includes index and tables
- Edisi
- -
- ISBN/ISSN
- 804708371
- Deskripsi Fisik
- ix, 257 p. charts 22 cm.
- Judul Seri
- -
- No. Panggil
- 338.9 ADE e
The Power of brands : teknik mengelola brand equity dan strategi pengembangan…
Yang akan berlangsung dalam kancah persaingan bisnis di era perkembangan teknologi yang begitu cepat dewasa ini bukan lagi perang kualitas produk melainkan perang merek. Kualitas produk sudah menjadi standar yang dapat dengan mudah dan cepat ditiru dan dimiliki oleh siapa pun, sementara satu-satunya atribut yang sulit ditiru adalah merek yang kuat, yang memberikan pedoman, jaminan, keyakinan, d…
- Edisi
- -
- ISBN/ISSN
- 9796868822
- Deskripsi Fisik
- xvi, 268p; chart, tables, graphics, appendix, 10cm
- Judul Seri
- -
- No. Panggil
- 658. 827 Ran p
Estimating the Equity Risk Premium: The Case of Greater China
The expected equity risk premium is a key input in various financial applications. Different methods exist for estimating the risk premium. This paper applies two approaches to estimate it in the markets of Greater China. More specifically, the historical average and relative estimation are carefully examined. The first approach is applied to estimate the equity risk premium when the markets ar…
- Edisi
- Volume 22, Number 2, 2019
- ISBN/ISSN
- 2460-9196
- Deskripsi Fisik
- 238
- Judul Seri
- Bulletin of Monetary Economics and Banking
- No. Panggil
- -
Sensitivitas, Factor Returns, dan Volatilitas Islamic Equity Portfolios (IEP)…
Pandemi Covid-19 meninggalkan dampak yang signifikan terhadap kehidupan manusia, termasuk pada pasar saham di seluruh dunia. Di tengah-tengah krisis, perdebatan mengenai sistem keuangan sering kali mencantumkan keuangan syariah, termasuk saham dan portofolio syariah, sebagai alternatif, mengingat perkembangannya yang begitu pesat. Oleh karena itu, penelitian ini bertujuan untuk membandingkan pe…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xi, 121 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- S 15347
Comparative Study of Islamic and Conventional Equity Mutual Funds: Performanc…
Studi ini menganalisis performa reksa dana saham syariah dan konvensional di Indonesia selama periode 2018 hingga 2023, dengan penekanan pada risk-adjusted performance, abnormal return, serta volatility timing pada tiga fase pandemi COVID-19: sebelum COVID, selama COVID, dan setelah COVID. Melalui penerapan metrik seperti Adjusted Sharpe Ratio, Sortino Ratio, Jensen’s Alpha, dan Cumulative Ab…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xii, 128 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- S 15330
Shari'ah compliant private equity and Islamic venture capital
Includes bibliographies, index and tables
- Edisi
- -
- ISBN/ISSN
- 9780748640485
- Deskripsi Fisik
- vii, 190 p. : ill. ; 22 cm
- Judul Seri
- Edinburgh guides to Islamic finance
- No. Panggil
- 332.04154 FAR s
Do Islamic Equity Style Indices Contain Economic Information?
This study aims to investigate whether the Islamic equity style index contains economic information which is useful for investors and financial practitioners. The study fills the gap in the previous literature by investigating the relationship between Islamic equity style indices and macroeconomic variables. Using a Vector Autoregressive (VAR) model with monthly data from June 2006 to May 2017…
- Edisi
- Volume 6, number 4, 2020
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 934 p.
- Judul Seri
- Journal of Islamic of Monetary Economics and Finance
- No. Panggil
- -
The Impact of Venture Capital Monitoring
We show that venture capitalists' (VCs) on-site involvement with their portfolio companies leads to an increase in both innovation and the likelihood of a successful exit. We rule out selection effects by exploiting an exogenous source of variation in VC involvement: the introduction of new airline routes that reduce VCs' travel times to their existing portfolio companies. We confirm the import…
- Edisi
- Vol. 71, Number 4, Aug. 2016
- ISBN/ISSN
- 00221082
- Deskripsi Fisik
- p. 1591-1622
- Judul Seri
- -
- No. Panggil
- The Journal of Finance
Optimal Hedge Ratio Of Sukuk And Islamic Equity: A Novel Approach
This research applies a novel model to compute a hedge ratio. Specifically, the model modifies volatility forecasts of an exponentially weighted moving average method to account for the fat-tailed distribution of returns. This simpler model aims to overcome the widely-known drawback of the complex GARCH models that a long daily return period is required to ensure the model’s convergence. The …
- Edisi
- Volume 9, number 4, 2023
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 776 p.
- Judul Seri
- Journal of Islamic Monetary Economics and Finance
- No. Panggil
- -
Estimasi Nilai Pasar Wajar Ekuitas PT Prima Layanan Nasional Enjiniring Dalam…
PT Prima Layanan Nasional Enjiniring (PT PLN Enjiniring) berencana melakukan initial public offering pada tahun 2012 yang dimaksudkan untuk pengembangan usaha. Tujuan dari penelitian ini adalah untuk mengestimasi nilai pasar wajar ekuitas PT PLN Enjiniring dalam rangka initial public offering tersebut. Nilai pasar wajar ekuitas PT PLN Enjiniring diperoleh dengan menggunakan metoda discounted ca…
- Edisi
- Vol. 8, No. 2, Agu. 2015
- ISBN/ISSN
- 23018968
- Deskripsi Fisik
- p. 205-209
- Judul Seri
- -
- No. Panggil
- -
A Survey of Literature on Islamic Equity Style Investing and its Applications
The study of equity style investing and its application to Islamic stock markets is limited but evolving. The need for analysis in this area is more pronounced as a result of investors and fund managers placing a greater level of importance on equity style investing. However, with the absence of Islamic equity style indices in many emerging markets, the analysis and further utilization of this …
- Edisi
- -
- ISBN/ISSN
- 18234445
- Deskripsi Fisik
- p. 68-83
- Judul Seri
- -
- No. Panggil
- CMR2401
Private Equity and Financial Stability : Evidence from Failed-Bank Resolution…
This paper investigates the role of private equity (PE) in failed-bank resolutions after the 2008 financial crisis, using proprietary Federal Deposit Insurance Corporation failed-bank acquisition data. PE investors made substantial investments in underperforming and riskier failed banks, particularly in geographies where local banks were also distressed, filling the gap created by a weak, under…
- Edisi
- Volume 80, Issue 1, February 2025, Pages 163-210
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- ill, chart, table, grafik, 649 hal, 20 cm
- Judul Seri
- -
- No. Panggil
- -
Equity Term Structures without Dividend Strips Data
We use a large cross section of equity returns to estimate a rich affine model of equity prices, dividends, returns, and their dynamics. Our model prices dividend strips of the market and equity portfolios without using strips data in the estimation. Yet model-implied equity yields closely match yields on traded strips. Our model extends equity term-structure data over time (to the 1970s) and a…
- Edisi
- Volume 79, Issue 6, December 2024, Pages 4143-4196
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- ill, chart, table, grafik, 676 hal, 20 cm
- Judul Seri
- -
- No. Panggil
- -
Dampak Risiko Geopolitik pada Imbal Hasil dan Risiko Pasar Saham Global
Risiko dari suatu peristiwa geopolitik dapat memainkan peran penting dalam pasar keuangan internasional. Penelitian ini bertujuan untuk menyelidiki bagaimana pasar saham global merespons perubahan tingkat risiko geopolitik. Indeks risiko geopolitik (GPRD) dari Caldara dan Matteo dirancang untuk menilai risiko geopolitik yang ada di 44 negara di dunia. Penelitian ini menggunakan metode data pane…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xiii, 49 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- T 270/24
Efektivitas Social Media Marketing Activity dalam Membangun Brand Equity dan …
Perkembangan teknologi dan persaingan yang semakin ketat di kalangan rumah sakit swasta telah mendorong rumah sakit swasta untuk berinovasi dengan saling bersaing dalam mempromosikan layanan mereka melalui media sosial. Penelitian ini bertujuan untuk mengukur seberapa efektif implementasi social media marketing activity dalam membangun brand awareness, brand image, brand equity, dan trust dari …
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xiii, 93 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- T 201/24
Evaluasi Imbal Hasil Investasi UKM Melalui Platform Layanan Urun Dana Ekuitas…
Penelitian ini bertujuan untuk menyelidiki faktor-faktor yang mempengaruhi Return on Investment (ROI) pada UKM di Indonesia yang menggunakan equity crowdfunding sebagai metode pendanaan. Penelitian ini menggunakan pendekatan kuantitatif dengan tujuan mendeskripsikan hubungan antara variabel-variabel yang diteliti, yaitu hubungan antara equity crowdfunding dan kinerja keuangan UKM di Indonesia. …
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xii, 57 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- T 193/24
Karya Umum 
Filsafat 
Agama 
Ilmu-ilmu Sosial 
Bahasa 
Ilmu-ilmu Murni 
Ilmu-ilmu Terapan 
Kesenian, Hiburan, dan Olahraga 
Kesusastraan 
Geografi dan Sejarah