---
title: Dynamic Connectedness between Private Equities and High-Demand Assets
url: https://www.ml-quant.com/papers/ssrn/4513308/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4513308
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4513308
featured: 2023-07-19
citations: unknown
topic: Derivatives & Volatility
---


# Dynamic Connectedness between Private Equities and High-Demand Assets

Research shows a modest connection between a private equity ETF and high-demand asset classes, suggesting effective hedging through a short position in the ETF's volatility.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4513308
- Identifier: SSRN 4513308
- Released: 2023-07-17
- First featured: Quant Letter No. 8 (2023-07-19): https://www.ml-quant.com/issues/2023-07-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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