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Direct Estimation of Factor Exposures from Appraisal Returns

https://doi.org/10.2139/ssrn.2935424
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22/22 checkable references clean · checked 2026-08-21

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The 22 checked references that resolve
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A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds
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The cash flow, return and risk characteristics of private equity
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Rational Distributed Lag Functions
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A Rational Distributed Lag Model of Quarterly Live Cattle Prices
resolves10.1016/0304-405x(77)90041-1
Estimating betas from nonsynchronous data
resolves10.3905/jpm.2008.35.1.103
Alternatives and Liquidity: <i>Will Spending and Capital Calls Eat Your “Modern” Portfolio?</i>
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The 3 references without a DOI — listed, not checked
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no DOI — not checkedHow Risky Are Illiquid Investments? A practical approach to estimating volatilities and correlations for non-traded assets
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