Questions tagged [private-equity]
The private-equity tag has no usage guidance.
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Active risk management of private assets
It seems incredibly difficult to not only come up with a list of options for active risk of private assets (Private Equity, Private Credit, Infrastructure, Real Estate, etc.) but also get senior ...
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How can I correctly assess the risk of real estate debt fund? [closed]
I'm trying to assess the attractiveness of real estate debt funds. I'm very surprised when I look at the investment performance of many of those funds. Many of them have no negative returns, and can ...
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PCA analysis within Private Credit
A very broad question but nevertheless a important and difficult one.
Within private markets (Private Equity funds, infrastructure funds and private credit funds) how should one do a risk-based PCA ...
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References on cashflow modelling for private equity
I would like to build a model to predict capital calls and distributions of a private equity fund.
The first question is: does any of you can address me towards the state of art for it? also machine ...
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Funds Performance - Size Weighted (Negative Numbers)
I need to calculate the weighted median, average, sd of PE funds' returns. I weighted the sample according to the amount of committed capital of a fund, but I should consider negative products to ...
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Can someone explain how the evaluation and execution through to post-acquisition portfolio management?
I am looking into Private Equity.
As the topic says. I'm trying to understand the process behind the evaluation and execution through to post (and pre? if there is some) acquisition portfolio ...
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How is it that price to book of a bank can fluctuate so wildly?
I'm still trying to wrap my head around the fact that in 2017, the price to books for European banks fluctuated wildly ranging from well above 2 to well below 0.5.
Of course, a British bank doing well ...
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Concept of return for assets which don't have a well defined price
Much of financial theory seems to assume that assets have a price, for example the concepts of return or volatility. Is there any way to operationalize these concepts for assets which don't have a ...
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How to calculate performance of a private equity investment?
Say an investment fund puts \$1 million into private equity investment in 3 installments (\$500k, \$250k, \$250k).
You're given a data table which shows the date, contributions (\$500k, \$250k, \$...
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Pension funds co-investing with private equity?
Not a quant question, but not suited for Money stack exchange...
I've heard rumblings of a trend of pension funds co-investing with private equity and was curious as to the reasoning of that strategy ...
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Convert Geometric Direct Alpha PME to Arithmetic Excess IRR (PME Alpha / Implied Private Premium)
As a followup to this old question, Private Equity: Direct Alpha vs Excess IRR, I have a new one.
In automating PME calculations, the Direct Alpha (DA) approach is computationally simpler and ...
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Capital call VS Capital Commitment [closed]
I would like to understand the difference between capital call and capital commitment and needs to know the importance of these items in portfolio management
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What is credit risk in a private equity portfolio?
If I am a private equity fund manager (e.g I have a portfolio consisting of direct private equity investments), what does credit risk mean in a practical sense for me?
The usual issuer credit risk ...
- 1,074
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What are the quantitative approaches to quantify credit risk for Private Equity and Real Estate?
What are some quantitative approaches to estimating credit risk for investments that aren't publicly traded, such as private equity and direct real estate? I'm particularly interested in estimating ...
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