Modelling Venture Capital Funds
Risk Magazine, October 2003
Posted: 19 Dec 2003
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
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