This is the first empirical paper investigating a comprehensive sample of listed (i.e. publicly traded) private equity companies, covering 287 companies in the time period 1986 to 2003. After imposing liquidity constraints, and after correcting for non-surviving vehicles, we get a sample of 114...

A major problem in studying the performance of private equity is the lack of reliable market data, or the lack of liquidity, the most instruments available in this growing market segment. However, there are an increasing number of publicly traded private equity (PTPE) vehicles. We have found a...

...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.

This is the first empirical paper investigating a comprehensive sample of listed (i.e. publicly traded) private equity companies, covering 287 companies in the time period 1986 to 2003. After imposing liquidity constraints, and after correcting for non-surviving vehicles, we get a sample of 114...

This is the first empirical paper investigating a comprehensive sample of listed(i.e. publicly traded) private equity companies, covering 287 companies in thetime period 1986 to 2003. After imposing liquidity constraints, and aftercorrecting for non-surviving vehicles, we get a sample of 114...