PhD defence: Nicola Giommetti
This thesis studies private equity funds from an investor’s perspective. Private equity funds are illiquid investments with unobservable market returns, and I investigate how to estimate their historical risk-adjusted performance based on cash flows, and how to optimally allocate capital between private equity funds and publicly traded assets.
Primary Supervisor:
Professor Steffen Andersen
Department of Finance
Copenhagen Business School
Secondary Supervisor:
Associate Professor Morten Sørensen
Tuck School of Business at Dartmouth
Assessment Committee:
Associate Professor Linda Sandris Larsen (Chair)
Department of Finance
Copenhagen Business School
Professor Peter Løchte Jørgensen
Department of Economics and Business Economics
Aarhus University
Professor Niklas Wagner
Department of Business and Economics
University of Passau
Thesis:
The thesis will be available from research.cbs.dk
Organised by | CBS PhD School |
Date | 9 February 2022 |
Time | 13:00 - 15:00 |
Location | The defence takes place via Zoom at the following link: https://cbs-dk.zoom.us/j/61065993094 *Please note in connection with the online defence that the microphone and camera of all spectators must be turned off! |