Nicola Giommetti

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, 2000

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

894

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Optimal Allocation to Private Equity

Tuck School of Business Working Paper No. 3761243
Number of pages: 66 Posted: 04 Feb 2021 Last Revised: 27 May 2021
Nicola Giommetti and Morten Sorensen
Copenhagen Business School - Department of Finance and Dartmouth College - Tuck School of Business
Downloads 550 (76,805)

Abstract:

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Private Equity, Limited Partner, Asset Allocation, Portfolio Problem, Illiquidity, Secondary Market

2.

Risk Adjustment of Private Equity Cash Flows

Number of pages: 51 Posted: 07 Feb 2022
Nicola Giommetti and Rasmus Jørgensen
Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 344 (133,235)

Abstract:

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Private Equity, Valuation, Risk Adjustment, Stochastic Discount Factor, CAPM, Long-Term Investor