Concepedia

Realized Returns

Realized Returns is a performance measurement metric in private equity that captures the actual cash returns generated from exited investments, distinguished from unrealized or hypothetical returns by reflecting realized gains or losses distributed to investors.

89

Publications

11.9K

Citations

159

Authors

132

Institutions

Publications per year

2017–2026

20

Parents

Publications

89

The distribution of realized stock return volatility

Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations

, , +12

Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects

Yakov Amihud · SSRN Electronic Journal · 2018 · 1.2K citations · Full text

, , +14

The Strategic and Tactical Value of Commodity Futures

Claude B. Erb, Campbell R. Harvey · Financial Analysts Journal · 2006 · 1.1K citations

, , +13

Recovering Risk Aversion from Option Prices and Realized Returns

Jens Carsten Jackwerth · Review of Financial Studies · 2000 · 901 citations

, , +12

An Evaluation of Accounting-Based Measures of Expected Returns

Peter D. Easton, Steven J. Monahan · The Accounting Review · 2005 · 550 citations

, , +15

1–5 of 89

Authors

159

  1. FX
    Francis X. Diebold

    University of Pennsylvania, United States

    4 publications · 397 citations

    4

    h-index

  2. TG
    Torben G. Andersen

    Northwestern University, United States

    4 publications · 2.7K citations

    4

    h-index

  3. KJ
    Kris Jacobs

    University of Houston, United States

    3 publications · 378 citations

    3

    h-index

  4. JW
    Jin Wu

    National Bureau of Economic Research, United States

    3 publications · 220 citations

    3

    h-index

  5. PC
    Peter Christoffersen

    University of Toronto, Canada

    3 publications · 378 citations

    3

    h-index

1–5 of 159

Institutions

132

  1. National Bureau of Economic Research

    Cambridge, United States

    10 h-index

    18 publications

    592 citations

  2. Duke University

    Durham, United States

    5 h-index

    11 publications

    998 citations

  3. Northwestern University

    Evanston, United States

    5 h-index

    11 publications

    3.3K citations

  4. Wilfrid Laurier University

    Waterloo, Canada

    4 h-index

    4 publications

    91 citations

  5. Aarhus University

    Aarhus, Denmark

    4 h-index

    4 publications

    270 citations

  6. University of Houston

    Houston, United States

    3 h-index

    3 publications

    378 citations

  7. University of Pennsylvania

    Philadelphia, United States

    3 h-index

    7 publications

    446 citations

  8. Copenhagen Business School

    Copenhagen, Denmark

    3 h-index

    3 publications

    81 citations

1–8 of 132

Venues

  1. SSRN Electronic Journal

    Repository · 23 publications · 2.2K citations

    17

    h-index

  2. Review of Financial Studies

    4 publications · 1.6K citations

    4

    h-index

  3. Financial Analysts Journal

    FAJ · 4 publications · 1.3K citations

    4

    h-index

  4. The Journal of Finance

    4 publications · 570 citations

    4

    h-index

  5. American Economic Review

    3 publications · 339 citations

    3

    h-index

1–5