Modelling Venture Capital Funds
Risk Magazine, October 2003
Posted: 19 Dec 2003
There are 2 versions of this paper
Abstract
Modelling venture capital funds is a challenge and has become more important due to recent and upcoming securitisation deals, the need for efficient portfolio management, and Basel II. Here, Thomas Meyer and Tom Weidig summarise the issues both industry and academia face, from estimation of past performance to modelling venture capital funds. Tom Weidig also proposes a modelling framework based on an internal age concept.
Keywords: Private equity, venture capital, fund, risk, modelling, internal age
JEL Classification: C10, D4, G1
Suggested Citation: Suggested Citation
Weidig, Tom and Meyer, Thomas, Modelling Venture Capital Funds. Risk Magazine, October 2003, Available at SSRN: https://ssrn.com/abstract=474483
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