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Dealing with non-normality when estimating abnormal returns and systematic risk of private equity : a closed-form solution

Buchner, Axel - In: Journal of international financial markets, … 45 (2016), pp. 60-78

Persistent link: https://www.econbiz.de/10011690435

Risk-adjusting the returns of private equity using the CAPM and multi-factor extensions

Buchner, Axel - In: Finance research letters 16 (2016), pp. 154-161

Persistent link: https://www.econbiz.de/10011656141

Risk management for private equity funds

Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32

Persistent link: https://www.econbiz.de/10011799119

Stochastische Modellierung von Private Equity-Fonds : eine theoretische und empirische Analyse

Buchner, Axel - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013432996

Projection of private equity fund performance : a simulation approach

Buchner, Axel; Krohmer, Philipp; Schmidt, Daniel; … - In: Private equity : fund types, risks and returns, and …, (pp. 197-228). 2010

Persistent link: https://www.econbiz.de/10003949301

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

Risk, return and cash flow characteristics of infrastructure fund investments

Bitsch, Florian; Buchner, Axel; Kaserer, Christoph - In: EIB papers 15 (2010) 1, pp. 106-136

We analyze the risk, return and cash flow characteristics of infrastructure investments by using a unique dataset of deals done by private equity-like investment funds. We show that infrastructure deals have a performance that is higher than that of noninfrastructure deals, despite lower default...

Persistent link: https://www.econbiz.de/10008990746

Does risk explain persistence in private equity performance?

Buchner, Axel; Mohamed, Abdulkadir; Schwienbacher, Armin - In: The journal of corporate finance : contracting, … 39 (2016), pp. 18-35

Persistent link: https://www.econbiz.de/10011547928

Equilibrium liquidity premia of private equity funds

Buchner, Axel - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 110-128

Persistent link: https://www.econbiz.de/10011537517

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

Buchner, Axel (contributor); Kaserer, Christoph (contributor) - 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/10003751060