Andreas Kemmerer

Goethe University Frankfurt

Mertonstr. 17-21

60325 Frankfurt

Germany

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 6,674

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6,539

CITATIONS
Rank 44,516

SSRN RANKINGS

Top 44,516

in Total Papers Citations

10

Scholarly Papers (7)

1.
Downloads 4,007 ( 2,194)
Citation 7

The Risk Profile of Private Equity Fund-of-Funds

Number of pages: 23 Posted: 14 Jun 2004
Tom Weidig, Andreas Kemmerer and Bjorn Born
QuantExperts, Goethe University Frankfurt and Independent
Downloads 3,171 (3,219)
Citation 3

Abstract:

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Private equity, venture capital, fund-of-funds, risk, return, buyout, performance

The Risk Profile of Private Equity Fund-of-Funds

Journal of Alternative Investments, Vol. 7, No. 4, pp. 33-41, 2005
Number of pages: 1 Posted: 03 Jun 2005
Tom Weidig, Andreas Kemmerer and Bjorn Born
QuantExperts, Goethe University Frankfurt and Independent
Downloads 836 (27,371)

Abstract:

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Private equity, venture capital, fund-of-funds, risk, return, buyout, performance

2.

Reporting Value to the Private Equity Fund Investor

Number of pages: 49 Posted: 30 Jul 2005
Andreas Kemmerer and Tom Weidig
Goethe University Frankfurt and QuantExperts
Downloads 1,050 (19,962)
Citation 2

Abstract:

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Private equity, venture capital, reporting, standards, guidelines, delivery time, reporting frequency, aggregated information

3.

A Model to Measure Portfolio Risks in Venture Capital

Number of pages: 28 Posted: 13 Nov 2005
Andreas Kemmerer
Goethe University Frankfurt
Downloads 902 (25,002)
Citation 1

Abstract:

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Private Equity, Venture Capital, Credit Risk, Model Construction, Model Evaluation, Portfolio Choice, Investment Policy

4.

Modelling Portfolio Risks with Time-Dependent Default Rates in Venture Capital

Number of pages: 26 Posted: 14 Oct 2007
Andreas Kemmerer, Jan Rietzschel and Henry Schoenball
Goethe University Frankfurt, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 304 (98,724)

Abstract:

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private equity, venture capital, credit risk, model construction, model evaluation, portfolio choice, investment policy

5.

Do Venture Capital Fund Managers' Inability to Identify and/or Write-Up Their Top Performers Lead to Conservative NAVs?

Number of pages: 18 Posted: 12 Dec 2006
Tom Weidig and Andreas Kemmerer
QuantExperts and Goethe University Frankfurt
Downloads 214 (141,645)

Abstract:

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venture capital, private equity, valuation, valuation guidelines

6.

Using Clustering Across Mutual and Alternative Funds to Measure Diversification, Lower Bound of Market Size, and Market Efficiency

Number of pages: 22 Posted: 03 Nov 2010
Tom Weidig, Andreas Kemmerer and Daniel Silvestrini
QuantExperts, Goethe University Frankfurt and Independent
Downloads 62 (349,029)

Abstract:

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Venture Capital Fund, Private Equity Fund, Diversification, Clustering, Market Efficiency, Venture Capital, Private Equity, Alternative Asset, Fund-of-Funds, Diversification

7.

Private Equity Fund Managers Do Not Over-Value Their Company Investments

VENTURE CAPITAL IN EUROPE (QUANTITATIVE FINANCE), Greg N. Gregoriou, Maher Kooli, and Roman Kraeussl, eds., Butterworth-Heinemann, 2006
Posted: 10 May 2010
QuantExperts, Faculty of Economics and Business Administration, Goethe University Frankfurt and affiliation not provided to SSRN

Abstract:

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venture capital, private equity, valuation