Modelling Venture Capital Funds

Risk Magazine, October 2003

Posted: 19 Dec 2003

See all articles by Tom Weidig

Tom Weidig

QuantExperts

Thomas Meyer

European Union - Risk Management and Monitoring Division

Multiple version iconThere are 2 versions of this paper

Abstract

Modelling venture capital funds is a challenge and has become more important due to recent and upcoming securitisation deals, the need for efficient portfolio management, and Basel II. Here, Thomas Meyer and Tom Weidig summarise the issues both industry and academia face, from estimation of past performance to modelling venture capital funds. Tom Weidig also proposes a modelling framework based on an internal age concept.

Keywords: Private equity, venture capital, fund, risk, modelling, internal age

JEL Classification: C10, D4, G1

Suggested Citation

Weidig, Tom and Meyer, Thomas, Modelling Venture Capital Funds. Risk Magazine, October 2003. Available at SSRN: https://ssrn.com/abstract=474483

Tom Weidig (Contact Author)

QuantExperts ( email )

9, rue Donven
Esch-Alzette, 4084
Luxembourg

Thomas Meyer

European Union - Risk Management and Monitoring Division ( email )

43, avenue J. F. Kennedy
Luxembourg City 2968
Luxembourg
+352 426688 395 (Phone)

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