Concepedia

Performance Persistence Testing

Performance Persistence Testing is a methodological framework in private equity research that assesses whether superior fund performance in one period significantly predicts outperformance in subsequent periods, distinguishing it from general performance evaluation by focusing on the temporal consistency of managerial skill.

44

Publications

2.3K

Citations

81

Authors

62

Institutions

Publications per year

2017–2026

5

Parents

Publications

44

How persistent is private equity performance? Evidence from deal-level data

Reiner Braun, Tim Jenkinson, Ingo Stoff · Journal of Financial Economics · 2016 · 150 citations

, , +14

The persistent effect of initial success: Evidence from venture capital

Ramana Nanda, Sampsa Samila, Olav Sorenson · Journal of Financial Economics · 2020 · 141 citations · Full text

, , +9

Testing behavioral finance theories using trends and consistency in financial performance

Wesley S. Chan, Richard M. Frankel, S.P. Kothari · Journal of Accounting and Economics · 2004 · 121 citations

, , +14

Hedge fund performance and persistence in bull and bear markets

Daniel Capocci, Albert Corhay, Georges Hübner · European Journal of Finance · 2005 · 114 citations · Full text

, , +15

Performance persistence and the source of returns for hedge funds

Ardian Harri, B. Wade Brorsen · Applied Financial Economics · 2004 · 105 citations

, , +15

1–5 of 44

Authors

81

  1. GH
    Georges Hübner

    University of Liège, Belgium

    4 publications · 207 citations

    4

    h-index

  2. DC
    Daniel Capocci

    University of Liège, Belgium

    3 publications · 194 citations

    3

    h-index

  3. EZ
    Eric Zitzewitz

    Dartmouth College, United States

    2 publications · 183 citations

    2

    h-index

  4. JR
    Jonathan Reuter

    Boston College, United States

    2 publications · 183 citations

    2

    h-index

  5. AH
    Ardian Harri

    Mississippi State University, United States

    2 publications · 129 citations

    2

    h-index

1–5 of 81

Institutions

62

  1. University of Liège

    Liège, Belgium

    4 h-index

    7 publications

    335 citations

  2. University of Oxford

    Oxford, United Kingdom

    3 h-index

    3 publications

    226 citations

  3. Maastricht University

    Maastricht, The Netherlands

    3 h-index

    4 publications

    308 citations

  4. Swiss Finance Institute

    Zurich, Switzerland

    3 h-index

    5 publications

    240 citations

  5. Boston College

    Boston, United States

    2 h-index

    2 publications

    183 citations

  6. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    2 h-index

    2 publications

    80 citations

  7. University of Piraeus

    Piraeus, Greece

    2 h-index

    2 publications

    46 citations

  8. Dartmouth College

    Hanover, United States

    2 h-index

    2 publications

    183 citations

1–8 of 62

Venues

  1. SSRN Electronic Journal

    Repository · 10 publications · 437 citations

    10

    h-index

  2. Applied Financial Economics

    3 publications · 175 citations

    3

    h-index

  3. Journal of Empirical Finance

    2 publications · 104 citations

    2

    h-index

  4. European Journal of Finance

    2 publications · 144 citations

    2

    h-index

  5. European Finance Review

    2 publications · 157 citations

    2

    h-index

1–5