Showing 1 - 10 of 1,463
Persistent link: https://www.econbiz.de/10003758625
Persistent link: https://www.econbiz.de/10003322189
Persistent link: https://www.econbiz.de/10003322190
Persistent link: https://www.econbiz.de/10003807584
Persistent link: https://www.econbiz.de/10003823678
Persistent link: https://www.econbiz.de/10008989041
Persistent link: https://www.econbiz.de/10009792758
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