scholarly journals Determinants of Sovereign Wealth Fund Investment in Private Equity

2010 ◽  
Author(s):  
Sofia A. Johan ◽  
April M. Knill ◽  
Nathan Mauck
Keyword(s):  
Private Equity ◽  
Sovereign Wealth Fund ◽  
Fund Investment

Sovereign wealth fund investment and the return-to-risk performance of target firms

2012 ◽  
Vol 21 (2) ◽  
pp. 315-340 ◽  
Author(s):  
April M. Knill ◽  
Bong Soo Lee ◽  
Nathan Mauck
Keyword(s):  
Sovereign Wealth Fund ◽  
Target Firms ◽  
Fund Investment

scholarly journals Sovereign Wealth Fund Investment Patterns and Performance

2010 ◽  
Author(s):  
Bernardo Bortolotti ◽  
Veljko Fotak ◽  
William Miracky ◽  
William L. Megginson
Keyword(s):  
Sovereign Wealth Fund ◽  
And Performance ◽  
Fund Investment ◽  
Investment Patterns

scholarly journals Sovereign wealth fund investment decisions: Temasek Holdings

2011 ◽  
Vol 36 (1) ◽  
pp. 109-120 ◽  
Author(s):  
Richard Heaney ◽  
Larry Li ◽  
Vicar Valencia
Keyword(s):  
Investment Decisions ◽  
Sovereign Wealth Fund ◽  
Fund Investment

Sovereign Wealth Fund Investment and Firm Volatility

2017 ◽  
Author(s):  
April Knill ◽  
Nathan Mauck
Keyword(s):  
Idiosyncratic Risk ◽  
Investment Horizon ◽  
Popular Press ◽  
Sovereign Wealth Funds ◽  
Sovereign Wealth Fund ◽  
Target Firms ◽  
Fund Investment ◽  
The Relationship ◽  
Target Markets

The popular press and politicians have expressed concerns regarding the potential destabilizing force of sovereign wealth funds (SWFs). This chapter addresses these concerns by presenting results from the literature on the volatility and compensation of risk of SWF target firms and target markets. SWF investments (sales) are associated with a reduction (increase) in the compensation of risk for a three-year (five-year) term. Firm volatility decomposition suggests that it is mainly idiosyncratic risk that drives these impacts. The chapter reviews evidence and data that show the relationship between SWF investment and firm volatility depends on the investment horizon examined. It explains that the evidence is consistent with the view that the relationship between SWF investment and firm volatility is mainly attributable to idiosyncratic risk.

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