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Managing inverstment risks of institutional private equity investors - the challenge of illiquidity

Kaserer, Christoph; Wagner, Niklas; Achleitner, Ann-Kristin - In: Risk management : challenge and opportunity ; with 125 …, (pp. 259-277). 2005

Persistent link: https://www.econbiz.de/10002447753

Real Estate Private Equity: Funktion und Bedeutung einer Anlageklasse

Achleitner, Ann-Kristin; Wagner, Niklas - 2005

Real-Estate-Private-Equity (REPE)-Finanzierungen haben sich in den Vereinigten Staaten beginnend Ende der achtziger Jahre bis Ende der neunziger Jahre zu einer bedeutenden Finanzierungsform für Immobilienprojekte entwickelt. Investoren haben jüngst auch im deutschen Immobilienmarkt...

Persistent link: https://www.econbiz.de/10010305707

Stochastic modeling of private equity: an equilibrium based approach to fund valuation

Buchner, Axel; Kaserer, Christoph; Wagner, Niklas - 2006

In this paper, we present a new approach to measure the returns of private equity investments based on a stochastic model of the dynamics of a private equity fund. Our stochastic model of a private equity fund consists of two independent stages: the stochastic model of the capital drawdowns and...

Persistent link: https://www.econbiz.de/10010305730

Modeling the cash flow dynamics of private equity funds : theory and empirical evidence

Buchner, Axel; Kaserer, Christoph; Wagner, Niklas - In: The journal of alternative investments 13 (2010/11) 1, pp. 41-54

Persistent link: https://www.econbiz.de/10003991355