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• W1520462267 abstract "This is the first empirical paper investigating a comprehensive sample of listed NEWLINE (i.e. publicly traded) private equity companies, covering 287 companies in the NEWLINE time period 1986 to 2003. After imposing liquidity constraints, and after NEWLINE correcting for non-surviving vehicles, we get a sample of 114 instruments. The NEWLINE risk and return characteristics of three portfolio strategies, two partially NEWLINE rebalanced and one fully rebalanced, are compared. We moreover address NEWLINE potential biases resulting from thin trading, the bid-ask spread, and sample NEWLINE selection. We show that the adjusted performance figures differ substantially NEWLINE from standard estimates. But even after correcting for these biases, we find a NEWLINE high risk-adjusted performance of this asset class before 2000, and dramatic NEWLINE different results between the three indices if we extend the time period to 2003.Listed private equity, Private equity, Performance biases" @default.
• W1520462267 created "2016-06-24" @default.
• W1520462267 creator A5001891617 @default.
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• W1520462267 date "2005-04-01" @default.
• W1520462267 modified "2023-09-26" @default.
• W1520462267 title "Risk, returns, and biases of listed private equity portfolios" @default.
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• W1520462267 doi "https://doi.org/10.5451/unibas-ep61263" @default.
• W1520462267 hasPublicationYear "2005" @default.
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