Risk-Adjusted Performance Evaluation of Private Equity Funds Using a Dividend Strip Approach (Machine Learning)
- Contact:
- Project Group:
BSc and MSc
- Startdate:
Now
This project would explore a novel method for evaluating private equity (PE) investments by creating replicating portfolios using dividend and capital gain strips. The focus is on calculating risk-adjusted profits (RAP) and expected returns for PE funds to better understand their performance beyond traditional metrics like the internal rate of return (IRR).