PhD defence: Nicola Giommetti
PhD defence: Nicola Giommetti
Essays on Private Equity
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: 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
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