Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022
This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional … (US, Europe, Asia/Pacific, the Rest of the World and the Total) and investment types (Buyout & Growth Equity, Venture …. Differences are also found in the results by asset class. The implications of these findings for private equity management, profit …