Fernando Scarpati

University of Roehampton - Social Sciences

Visting Lecturer

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

85

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Chasing the Deal with the Money: Measuring the Required Risk Premium and Expected Abnormal Returns of Private Equity Funds to Maximize Their Internal Rate of Return

Risk Governance & Control: Financial Markets & Institutions, Vol. 3, No. 3, 2013
Number of pages: 14 Posted: 01 Dec 2013 Last Revised: 15 Dec 2013
Fernando Scarpati and Wilson Ng
University of Roehampton - Social Sciences and IDRAC Business School, Campus de Lyon
Downloads 85 (364,097)

Abstract:

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Private equity funds, abnormal returns, Jensen's alpha, risk, risk-premium, drivers

2.

What Really Drives Risk Premium and Abnormal Returns in Private Equity Funds? A New Perspective

The Journal Of Private Equity, Fall 2013, https://doi.org/10.3905/jpe.2013.16.4.008
Posted: 21 May 2019
Fernando Scarpati and Wilson Ng
University of Roehampton - Social Sciences and IDRAC Business School, Campus de Lyon

Abstract:

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Private equity funds, Risk premium and abnormal returns, Private equity drivers, Jensen's Alpha