Showing 1 - 10 of 719
Persistent link: https://www.econbiz.de/10011334132
Persistent link: https://www.econbiz.de/10012653668
Persistent link: https://www.econbiz.de/10012628086
Persistent link: https://www.econbiz.de/10010192086
Persistent link: https://www.econbiz.de/10009631021
Persistent link: https://www.econbiz.de/10011691142
Persistent link: https://www.econbiz.de/10011882055
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
Persistent link: https://www.econbiz.de/10011422000
Persistent link: https://www.econbiz.de/10009789425