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 …

Modeling the exit cashflows of private equity fund investments

C Tausch, A Buchner, G Schlüchtermann - Journal of Risk, 2022 - papers.ssrn.com
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 …

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 …

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 …

Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting

T Karatas, F Klinkert, A Hirsa - arXiv preprint arXiv:2108.02853, 2021 - arxiv.org
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 …

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 …

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) …

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 …

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 …

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 …