For years, research has been conducted to correctly model and predict the risk and return structures of Private Equity … (PE) funds. Although past research has revealed valuable insight into the features of those funds, most risk and return … this paper is to develop a methodology to correctly determine the risk and return profiles of Private Equity funds given …

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work …