10. Projection of Private Equity Fund Performance: A Simulation Approach

  1. Douglas Cumming
  1. Axel Buchner1,
  2. Philipp Krohmer2,
  3. Daniel Schmidt3 and
  4. Mark Wahrenburg4

Published Online: 13 DEC 2011

DOI: 10.1002/9781118267011.ch10

Private Equity: Fund Types, Risks and Returns, and Regulation

Private Equity: Fund Types, Risks and Returns, and Regulation

How to Cite

Cumming, D. (2010) Projection of Private Equity Fund Performance: A Simulation Approach, in Private Equity: Fund Types, Risks and Returns, and Regulation, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267011.ch10

Author Information

  1. 1

    Center of Private Equity Research (CEPRES) and Technical University of Munich (TUM)

  2. 2

    Center of Private Equity Research (CEPRES)

  3. 3

    Center of Private Equity Research (CEPRES)

  4. 4

    Chair of Banking and Finance, Goethe-University Frankfurt/Main, House of Finance

Publication History

  1. Published Online: 13 DEC 2011
  2. Published Print: 25 JAN 2010

ISBN Information

Print ISBN: 9780470499153

Online ISBN: 9781118267011

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Keywords:

  • private equity;
  • risk management;
  • venture capital investments;
  • center of private equity research;
  • internal rates of return

Summary

This chapter contains sections titled:

  • Introduction

  • Related Literature

  • A Simulation Approach for Venture Capital Performance Projection and Risk Management

  • Simulation Results for Two Fictitious Venture Capital Funds

  • Conclusion

  • Notes

  • About the Authors