Asset Allocation and Private Market Investing
J Shen, L Ding, GT Qiu, V Jeet… - Journal of Portfolio …, 2021 - search.proquest.com
Investors have been increasing their allocations to private assets, seeking higher returns
and better portfolio diversification. However, as this allocation increases, the liquidity …
and better portfolio diversification. However, as this allocation increases, the liquidity …
Modeling the exit cashflows of private equity fund investments
Risk perception in private equity is notoriously difficult, as the cashflow patterns associated
with private capital funds are not well understood at the underlying deal level. This paper …
with private capital funds are not well understood at the underlying deal level. This paper …
Integrating Private Equity in a Liquid Multi-Asset Portfolio.
R Aliaga-Diaz, G Renzi-Ricci… - Journal of Portfolio …, 2022 - search.ebscohost.com
In this article, the authors define a comprehensive, rigorous and intuitive portfolio
construction framework that accounts for the key aspects of private equity investing in multi …
construction framework that accounts for the key aspects of private equity investing in multi …
Effect of Private Equity on Performance of IndianCompanies: A Comparative Study of Pre-and Post-Financial Crisis
RS Dhankar, K Malik - The Journal of Alternative Investments, 2016 - pm-research.com
Private equity investors provide a significant amount of funding, are actively involved in the
company, and help earn high returns by taking risks. India has been open to private equity …
company, and help earn high returns by taking risks. India has been open to private equity …
Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting
Institutional investors have been increasing the allocation of the illiquid alternative assets
such as private equity funds in their portfolios, yet there exists a very limited literature on …
such as private equity funds in their portfolios, yet there exists a very limited literature on …
Performance of private equity
C Kaserer, R Stucke - Alternative Investments: Instruments …, 2013 - Wiley Online Library
This chapter gives an overview on the performance of private equity, the different
performance measurement methods, as well as evidence from the recent literature and a …
performance measurement methods, as well as evidence from the recent literature and a …
Asset Planning: Illiquid Asset Cashflow Forecasting and Stress Testing
A Hirsa, F Klinkert, S Malhotra - Available at SSRN 4734672, 2024 - papers.ssrn.com
Illiquid assets (ie, private equity, real estate, infrastructure, et al) have attracted trillions of
dollars in commitments to strategies (across single asset and commingled fund structures) …
dollars in commitments to strategies (across single asset and commingled fund structures) …
Modeling and Forecasting cash-flows in Private Investments
JB Guillemin - Available at SSRN, 2023 - papers.ssrn.com
Based on one of the most comprehensive datasets used for academic research in this
sector, we carry out an in-depth analysis of contribution and distribution cash-flows over time …
sector, we carry out an in-depth analysis of contribution and distribution cash-flows over time …
Portfolio optimization with private equity funds
A Buchner - Available at SSRN 2260909, 2012 - papers.ssrn.com
This paper extends the standard Merton portfolio choice model to include illiquid private
equity funds. This is done in a realistic modeling framework where private equity funds …
equity funds. This is done in a realistic modeling framework where private equity funds …
Cash Flow Simulation in Private Equity: An evaluation and comparison of two models
J Forsell, E Furenstam - 2018 - diva-portal.org
The uncertain pattern of cash flows poses a liquidity and risk management challenge for
investors of private equity funds. The structure of a private equity investment, where the total …
investors of private equity funds. The structure of a private equity investment, where the total …