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Private Equity Performance Analysis in R

PrivateEquityPerformanceAnalysisinRKarlP olenR/Finance2014 KarlPolenPrivateEquityPerformanceAnalysi sinRWhatisprivateequity?PrivateEquity( PE )involvesinvestingincompaniesthatarenotl istedonapublicsto ckexchangePEinvestmentsgenerallytakethef ormofalimitedpartnershipinterestinapartn ership,usuallycalleda fund Atypicalfundwillinvestinaroundtencompani esPEinvestsinsituationswherethereisavalu eaddopp ortunityfromgrowth,restructuring,acquisi tionsandothersuchstrategiesKarlPolenPriv ateEquityPerformanceAnalysisinRPerforman ceMeasurementIssueBecauseoftheilliquidit yandrisksasso ciatedwiththevaluecreationstrategies,PEi nvestorsgenerallyexp ecttoearnareturnpremiumcomparedtopublicm arketsHowever.

Karl Polen Private Equity Performance Analysis in R. Determining a Market Return from Direct Alpha For consistency with the capital asset pricing model Direct ... Benchmarking private equity: The direct alpha method. Available at SSRN , 2014. Steven N. Kaplan and Antoinette Schoar.

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