Modelling Venture Capital Funds
11 Pages Posted: 19 Dec 2003
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Modelling Venture Capital Funds
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
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