Risk, returns, and biases of listed private equity portfolios

...After imposing liquidity constraints, and after correcting for non-surviving vehicles, we get a sample of 114 instruments. The risk and return characteristics of three portfolio strategies, two partially rebalanced and one fully rebalanced, are compared.

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Year of publication:	2005-04-01
Authors:	Bilo, Stéphanie ; Christophers, Hans ; Degosciu, Michèl ; Zimmermann, Heinz
Publisher:	Universität <Basel> / Abteilung Finanzmarkttheorie
Subject:	Risikokapital \| risk capital \| Kapitalbeschaffung \| Beteiligungskapital \| corporate and private equity investors \| 1986 - 2003

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Extent:	177152 bytes 25 p. application/pdf
Series:	Universität Basel - Abteilung Finanzmarkttheorie - Publikationen Working Paper ; 1/05
Type of publication:	Book / Working Paper
Language:	English
Classification:	G24 - Investment Banking; Venture Capital; Brokerage ; Procurement of capital. General ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005849472