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A new method to estimate risk and return of nontraded assets from cash flows: the case of private equity funds

Year
2008
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/A%20new%20method%20to%20estimate%20risk%20and%20return%20of%20nontraded%20assets%20from%20cash%20flows_%20the%20case%20of%20private%20equity%20funds.pdf
Download
https://mega.co.nz/#!jTZg3RbQ!Y3j9XKPzzBcPWK4Z4pat8C4u2vpEbs2NlwTnqhztbBQ
Abstract
This paper analyzes the realized exit cashflows of individual portfolio companies in a joint modeling framework that describes both the exit timing and the exit
Author
Joost Driessen and Tse-Chun Lin and Ludovic Phalippou
View
https://sci-hub.st/10.3386/w14144
Journal
https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis/article/new-method-to-estimate-risk-and-return-of-nontraded-assets-from-cash-flows-the-case-of-private-equity-funds/3DD96E59091F841809CDEE7062EC4E85
Published
2022/05/12
Retrieved
5/12/2022, 12:11:16 PM
DOI
10.3386/w14144
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