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Category: private equity

2024-10-30AI, factor models, private equity

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.

2023-07-132023-07-26AI, private equity

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, […]

2023-01-09AI, private equity

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.

2022-06-132022-06-13private equity

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 […]

2020-09-082020-10-18private equity

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 […]

2019-07-102019-08-24private equity

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 […]

2019-03-122021-05-10private equity

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 […]

2018-10-072018-10-09private equity

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 […]

2018-05-132019-01-25private equity

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 […]

2018-03-242018-04-01private equity

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 […]

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Christian Tausch
Christian Tausch

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