A new method to estimate risk and return of non-traded assets from cash flows: The case of private equity funds

Keyphrases

• Cash Flow 100%
• Non-financial 100%
• Market beta 100%
• Private Equity Funds 100%
• Simulation Study 50%
• Outperformance 50%
• Underperformance 50%
• Risk Exposure 50%
• Dynamic Setting 50%
• Internal Rate of Return 50%
• Abnormal Risks 50%
• Buyout Funds 50%
• Net Asset Value 50%
• Small Sample Properties 50%
• Abnormal Performance 50%
• Venture Capital Funds 50%

Economics, Econometrics and Finance

• Cash Flow 100%
• Private Equity 100%
• Venture Capital 50%
• Net Asset Value 50%
• Dynamic Investment Appraisal 50%