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Stochastische Modellierung von Private Equity-Fonds : eine theoretische und empirische Analyse
Buchner, Axel - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432996
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A new method to estimate risk and return of non-traded assets from cash flows : the case of private equity funds
Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - 2008
"We develop a new GMM-style methodology with good small-sample properties to assess the abnormal performance and risk … sample is small. Larger funds have higher returns due to higher risk exposures and not higher alphas. We also find that Net …
Persistent link: https://www.econbiz.de/10003732358
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Essays in financial economics : risk and return of private equity
Krohmer, Philipp - 2009
Persistent link: https://www.econbiz.de/10003823678
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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
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Zur Messung von Rendite und Risiko bei Private Equity-Investments
Kaserer, Christoph; Wagner, Niklas F. - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 95-108). 2006
Persistent link: https://www.econbiz.de/10003236831
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Private Equity: Rendite, Risiko und Markteinflussfaktoren : eine empirische Analyse europäischer Private-Equity-Fonds
Diller, Christian - 2007
Persistent link: https://www.econbiz.de/10013432717
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Venture capital fund performance
McKenzie, Michael D.; Janeway, Bill - In: The journal of alternative investments 14 (2011/12) 2, pp. 24-35
Persistent link: https://www.econbiz.de/10009383423
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Private equity throughout the financial crisis
Gianfrate, Gianfranco; Loewenthal, Simone - In: The journal of private equity 19 (2015/2016) 1, pp. 14-26
Persistent link: https://www.econbiz.de/10011414965
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Nowcasting net asset values : the case of private equity
Brown, Gregory W.; Ghysels, Eric; Gredil, Oleg R. - In: The review of financial studies 36 (2023) 3, pp. 945-986
Persistent link: https://www.econbiz.de/10014228791