The Story of Marylin (Pt. 1)
How I Taught my AI Assistant to Beat the Market Happy 1st Birthday, Marylin. 🎂 Exactly one year ago today, on December […]
The First Golden Investment Rules: Mastering the Game of Wealth
Introduction: Welcome to the Golden Club Ever wondered what separates the financially successful from those who are just scraping by? It’s not […]
Beyond NAV: Machine Learning Private Equity Returns
The world of private equity has long been perceived as a black box, its returns a puzzle for traditional financial analysts. But a cutting-edge study by Tausch and Pietz, featured in the Journal of Finance and Data Science, uses the power of machine learning to illuminate this intricate landscape.
Investment Factors
Listen to this blog post: Investment CAPM and Q5-Factor Model The Investment CAPM, q-factor, and q5-factor models represent crucial advancements in our […]
Private Benchmarking for Private Equity Funds
Intro Let me tell you something, folks. When it comes to distinguishing a successful PE (Private Equity) investment from a bad one, […]
Why you should forecast private equity fund cash flows?
Forecasting private equity fund cash flows can offer tremendous benefits if done properly. In this blog posts, I briefly discuss the most important points for both PE fund investors and PE fund managers.
Where would Nietzsche…
Where would Nietzsche, Aristotle, Jung, Einstein, da Vinci, Churchill, and Kim Kardashian agree and disagree? An AI thought experiment.
Modeling the exit cash flows of private equity fund investments
This blog post takes the risk management for private equity (PE) funds to an entirely new level. We literally take the cash […]
On semiparametric stochastic discount factor estimators for private equity fund data
Here I provide you the presentation slides that discuss two of my current working papers. First, this talk introduces a new spatial […]
My Corona Model
After reading a ridiculous paper modeling the economic cost of the current corona pandemic, I decided to build my subjective corona infection […]