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New insights on asset pricing and illiquidity

Buchner, Axel - In: Operations research proceedings 2010 : selected papers …, (pp. 93-98). 2011

Persistent link: https://www.econbiz.de/10009270878

Portfolio dynamics under illiquidity

Buchner, Axel - In: Journal of risk finance : the convergence of financial … 17 (2016) 4, pp. 405-427

Persistent link: https://www.econbiz.de/10011572406

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

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

Charakteristika und Erfolgsmerkmale junger, deutscher Unternehmen: Schwerpunkt Finanzierung

Achleitner, Ann-Kristin; Kaserer, Christoph; Wagner, Niklas - 2004

Im Sommer 2003 beschlossen die StartUp-Initiative und das Center for Entrepreneurial and Financial Studies (CEFS), gemeinsam eine wissenschaftliche Untersuchung durchzuführen, um Erkenntnisse über die aktuelle Entwicklung junger, innovativer Unternehmen in Deutschland zu gewinnen. Im...

Persistent link: https://www.econbiz.de/10010305811

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/10010273605

Modeling the cash flow dynamics of private equity funds : theory and empirical evidence / Axel Buchner, C. Kaserer, Niklas Wagner.

Buchner, Axel; Wagner, Niklas - 2010

Eintrag f?r die Universit?tsbibliographie

Persistent link: https://www.econbiz.de/10009484834