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http://arks.princeton.edu/ark:/88435/dsp01xd07gw32n
Full metadata record
DC Field | Value | Language |
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dc.contributor.advisor | Mulvey, John M. | - |
dc.contributor.author | Quiogue, Lorenzo | - |
dc.date.accessioned | 2017-07-26T18:11:36Z | - |
dc.date.available | 2017-07-26T18:11:36Z | - |
dc.date.created | 2017-04-14 | - |
dc.date.issued | 2017-4-14 | - |
dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp01xd07gw32n | - |
dc.description.abstract | The returns provided by investing in different types of private equity can be replicated using an optimized mixture of exchange-traded funds, with adjustments being made to mitigate the risk and lower the leverage associated with the deal. The result is a model that serves as both an adequate forecasting tool for future private equity returns and as a hedging strategy for risk-averse investors. While different strategies may be employed, the one that is the most optimal makes use of a regime-based economic model, adjusting the weights on each exchange-traded fund depending on whether the economy is in a growth regime or in a crash regime. | en_US |
dc.language.iso | en_US | en_US |
dc.title | Saving Private Buying: Replicating Private Equity Returns Under Different Economic Regimes | en_US |
dc.type | Princeton University Senior Theses | - |
pu.date.classyear | 2017 | en_US |
pu.department | Operations Research and Financial Engineering | en_US |
pu.pdf.coverpage | SeniorThesisCoverPage | - |
pu.contributor.authorid | 960881814 | - |
pu.contributor.advisorid | 010004005 | - |
pu.certificate | Engineering and Management Systems Program | en_US |
Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
Files in This Item:
File | Size | Format | |
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THESIS.pdf | 1.25 MB | Adobe PDF | Request a copy |
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