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by Christian Tausch

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Tag: Stochastic Discount Factor

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.

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 […]

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Christian Tausch
Christian Tausch

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