Risk adjustment in private equity returns

A Korteweg - Annual Review of Financial Economics, 2019 - annualreviews.org
This article reviews empirical methods to assess risk and return in private equity. I discuss
data and econometric issues for fund-level, deal-level, and publicly traded partnerships …

Asset allocation with private equity

A Korteweg, MM Westerfield - Foundations and Trends® in …, 2022 - nowpublishers.com
We survey the literature on the private equity partnership arrangement from the perspective
of an outside investor (limited partner). We examine how the partnership arrangement fits …

Risk and return in private equity

A Korteweg - Handbook of the Economics of Corporate Finance …, 2023 - books.google.com
Investments in private equity (PE) have increased dramatically over the last 25 years. aThe
2020 NACUBO-TIAA Study of Endowments reports that US college and university …

The investment style drift puzzle and risk-taking in venture capital

L Koenig, HP Burghof - Koenig, Lukas, & Burghof, Hans-Peter, 2022 - papers.ssrn.com
Limited partners allocate capital into venture capital funds with the expectation of a risk-
return profile matching the fund's investment style in terms of startup investment stage …

[BOOK][B] Beyond the J curve: Managing a portfolio of venture capital and private equity funds

T Meyer, PY Mathonet - 2005 - books.google.com
In recent times, venture capital and private equity funds have become household names, but
so far little has been written for the investors in such funds, the so-called limited partners …

Venture capital returns in Australia

G Fleming - Venture Capital, 2004 - Taylor & Francis
This paper examines the returns to venture capital in Australia. It is hypothesized that returns
to venture capital will be associated with the type of venture capital firm (captive or non …

European private equity funds-a cash flow based performance analysis

C Kaserer, C Diller - 2004 - papers.ssrn.com
This paper presents a cash flow based analysis of the return and risk characteristics of
European Private Equity Funds. For that purpose a comprehensive data set has been …

Diversification properties of investments in shipping

MB Grelck, S Prigge, L Tegtmeier… - The Journal of …, 2009 - jai.pm-research.com
In contrast to the more established alternative asset classes like real estate or hedge funds,
there is not much research available for investments in shipping. This article contributes to …

[BOOK][B] Handbook of the Economics of Corporate Finance: Private Equity and Entrepreneurial Finance

BE Eckbo, GM Phillips, M Sorensen - 2023 - books.google.com
Private Equity and Entrepreneurial Finance, volume 1 of the new series, Handbook of the
Economics of Corporate Finance, provides comprehensive and accessible updates of …

[BOOK][B] The risk-adjusted performance of US buyouts

AP Groh, O Gottschalg - 2006 - researchgate.net
This paper assesses the risk-adjusted performance of US buyouts. It provides evidence for a
significant outperformance of this asset class compared to a mimicking portfolio of equally …