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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01xd07gw32n
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dc.contributor.advisorMulvey, John M.-
dc.contributor.authorQuiogue, Lorenzo-
dc.date.accessioned2017-07-26T18:11:36Z-
dc.date.available2017-07-26T18:11:36Z-
dc.date.created2017-04-14-
dc.date.issued2017-4-14-
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp01xd07gw32n-
dc.description.abstractThe 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.isoen_USen_US
dc.titleSaving Private Buying: Replicating Private Equity Returns Under Different Economic Regimesen_US
dc.typePrinceton University Senior Theses-
pu.date.classyear2017en_US
pu.departmentOperations Research and Financial Engineeringen_US
pu.pdf.coverpageSeniorThesisCoverPage-
pu.contributor.authorid960881814-
pu.contributor.advisorid010004005-
pu.certificateEngineering and Management Systems Programen_US
Appears in Collections:Operations Research and Financial Engineering, 2000-2020

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