J-curve Expectations

J-Curve Expectations is a financial performance framework in private equity fund formation that characterizes the typical pattern of initial negative returns followed by increasing positive returns over time, distinguishing it from other investment return models by its explicit anticipation of delayed capital appreciation due to fund ramp-up and investment maturation cycles.

25

Publications

2.1K

Citations

34

Authors

25

Institutions

Publications per year

2017–2026

2

Authors

34

  1. MB
    Mohsen Bahmani‐Óskooee

    University of Wisconsin–Milwaukee, United States

    4 publications · 815 citations

    4

    h-index

  2. GA
    Gupta-Kapoor Anju

    Georgetown University, United States

    2 publications · 191 citations

    2

    h-index

  3. HH
    Han‐Min Hsing

    Oklahoma State University, United States

    2 publications · 90 citations

    2

    h-index

  4. EJ
    Edwin J. Elton

    New York University, United States

    2 publications · 479 citations

    2

    h-index

  5. CR
    Christopher R. Blake

    Fordham University, United States

    2 publications · 479 citations

    2

    h-index

1–5 of 34

Venues

  1. International Economic Journal

    2 publications · 191 citations

    2

    h-index

  2. Journal of International Money and Finance

    2 publications · 101 citations

    2

    h-index

  3. The Journal of Finance

    2 publications · 479 citations

    2

    h-index

  4. Open Economies Review

    2 publications · 305 citations

    2

    h-index

  5. Journal of International Economics

    2 publications · 33 citations

    2

    h-index

1–5