Olga Krasotkina

Markov Processes International LLC

25 Maple Street

Summit, NJ 07901

United States

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Modeling Private Equity: A Combined Time-Series Approach

Number of pages: 53 Posted: 06 May 2019
Apollon Fragkiskos, Olga Krasotkina, Harold D Spilker III and Russ Wermers
Markov Processes International, Markov Processes International LLC, University Of Hawaii At Manoa - Shidler College of Business and University of Maryland - Robert H. Smith School of Business
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Abstract:

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private equity, factor modeling, long horizons, overlapping, lagged, t-stats, supervised learning