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  Risk management in private equity
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 Ophav:
Nørgaard, Jens Karkov1, Forfatter
Olejasz Larsen, Henrik 2, Vejleder
Tilknytninger:
1Det Samfundsvidenskabelige Fakultet, Københavns Universitet, København, Danmark, diskurs:7001              
2Økonomisk Institut, Det Samfundsvidenskabelige Fakultet, Københavns Universitet, København, Danmark, diskurs:7014              
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Indhold

Ukontrollerede emneord: Private equity, risk management, quantitative modelling
 Abstract: For any investor it is important to have a clear understanding of the underlying risk. Even more importantly, the investor must possess a strong knowledge of the asset class and know methods for managing the risk. This is obviously true for all assets, but the characteristics of private equity investments make it a particular interesting case. The present paper takes the perspective of an investor and sets out to discuss risk management in private equity. In particular, it investigates the feasibility and relevance of quantitative modelling. The objective of this paper is to demonstrate the use of quantitative modelling rather than the modelling per se.
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Thesis_Upload.pdf (Hovedtekst)
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Copyright dato:
2012-07-02
Copyright information:
De fulde rettigheder til dette materiale tilhører forfatteren.
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Basal

Bogmærk denne post: https://diskurs.kb.dk/item/diskurs:31378:2
 Type: Speciale
Alternativ titel: The relevance and feasibility of quantitative modelling
Alternativ titel: Risikostyring i private equity
Alternativ titel: Relevansen og gennemførligheden af kvantitativ modellering
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Detaljer

Sprog: English - eng
 Datoer: 2011-11-16
 Sider: -
 Publiceringsinfo: København : Københavns Universitet
 Indholdsfortegnelse: Introduction 8
1 Qualitative risk management 11
1.1 Private equity basics 11
1.2 Fundamental private equity methodologies 13
1.3 Risks inherent in private equity investments . 21
1.4 Conclusion chapter 1 30
2 Modelling the cash flows of private equity funds 31
2.1 Existing cash flow models . 31
2.2 The model 34
2.3 Conclusion chapter 2 42
3 Empirical analysis 44
3.1 Data sources . 45
3.2 Descriptive statistics 48
3.3 Conclusion chapter 3 58
4 Quantitative risk management 59
4.1 Estimation 59
4.2 Empirical results 62
4.3 Applying the model in risk management . 65
4.4 Discussion 74
4.5 Conclusion chapter 4 79
5 Conclusion 80
6 Appendices 86
 Note: -
 Type: Speciale
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