Download PDF by Rudiger Kiesel: Alternative Investments and Strategies

Risk Management

By Rudiger Kiesel

This e-book combines educational learn and functional services on replacement resources and buying and selling concepts in a different manner. The asset sessions which are mentioned contain: credits probability, cross-asset derivatives, strength, inner most fairness, freight agreements, replacement genuine resources (ARA), and socially accountable investments (SRI). The insurance on buying and selling and funding options are directed at portfolio assurance, particularly consistent share portfolio coverage (CPPI) and relentless share debt legal responsibility (CPDO) options, strong portfolio optimization, and hedging options for unique thoughts.

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Secondary Sale/Financial Sale. ” This type of divestment is usually chosen if the seller has undergone a change of investment strategy or requires capital, which cannot be procured anywhere else. Consequently, May 12, 2010 17:47 WSPC/SPI-B913 Listed Private Equity in a Portfolio Context b913-ch02 FA 25 due to lofty yield expectations of the purchaser, the capital gains obtainable with a secondary sale are rather limited while transaction costs tend to be fairly moderate. Buy-Back. “Buy-back” refers to a divestment approach, where the target company, especially its management, acquires the shares to be sold by the private equity investor.

Target Companies. Target companies, also dubbed portfolio or investee companies, are the entities into which a private equity fund directly invests. ” Investment Process. Prior to conducting an investment, the private equity fund’s general partner imposes a rigorous scrutiny on the companies he is interested in. On average, only 25% of the businesses requesting financing from a private equity fund manage to pass this hurdle, see [15]. These enterprises are to experience an in-detail due diligence.

Additionally, most of the assets show a highly significant non-normality. , mean and standard deviation. But risk–averse investors are also sensitive to higher moments because they prefer a higher skewness as well as a lower excess kurtosis. Therefore, it will be necessary to apply more complex concepts of portfolio theory. 3. Listed Private Equity in Asset Allocation It is the aim to determine the optimal fraction an investor should invest in listed private equity, or in this particular case, in the LPX 50 Index.

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