Towards Public Market Equivalence
How to compare private and public equity investments? Several competing Public Market Equivalent (PME) methodologies had been developed to make private equity […]
Author: Christian Tausch
Quadratic Hedging Strategies For Private Equity Fund Payment Streams
A Simple Question? A fund manager enters their favorite investment boutique and asks: How to replicate private equity fund cash flows by […]
CEQURA Conference 2018 Talk
I am very grateful for the opportunity to present my latest working paper “Reduced Form Private Equity Asset Modeling” at the CEQURA […]
Reduced Form Private Equity Fund Asset Modeling
Abstract: Risk perception in private equity is notoriously difficult, as the cash flow patterns associated with private capital funds are not well […]
Stochastic Private Capital Fund Dynamics
Stochastic Private Capital Fund Dynamics – On Asset Level These continuous time stochastic models describe the cash flow dynamics of private capital […]
Private Capital Fund Risk Modeling
Private Capital Fund Risk Modeling – A simulation approach customized for the Solvency II framework This fund level model helps you to […]
Master of Science: Stochastic Engineering in Business and Finance
Great to receive his graduation certificate: M.Sc. Stochastic Engineering in Business and Finance from Munich University of Applied Sciences. Even greater to be honored […]