Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022
. Differences are also found in the results by asset class. The implications of these findings for private equity management, profit …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 …