Benchmarking Private Equity Cash Flow Forecasting: A Machine Learning Approach
Developing a machine learning framework to improve private equity liquidity modeling.
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Strategic Asset Allocation with Alternative Illiquid Investments
Developing a framework to integrate illiquid alternative assets into portfolio optimization, enhancing efficiency while accounting for risk, return, and liquidity.
View Project →Private Equity and Productivity: Evidence from Europe
Analyzing how private equity ownership drives firm growth while reducing short-term productivity in Europe.
View Project →Do Buyouts Create Value? Measuring Value Added in Private Equity
Separating selection skill from operational improvements in private equity buyouts using differential distance as identification.
View Project →Agent-Based Modelling for Liquidity Forecasting
Developing agent-based models for liquidity forecasting in financial markets using computational simulation.
View Project →Time-Series Forecasting for Leveraged Buyouts (LBOs)
Developing time-series forecasting models for LBO performance and market dynamics.
View Project →Natural Language Processing in Financial Analysis
Applying NLP techniques to financial analysis and market research.
View Project →Europe's Fragmentation in Venture Capital - Myth or Reality?
Examining the connectivity and community structure of the European VC network relative to the US and China.
View Project →Limited Partners versus Unlimited Machines: AI and PE Fund Performance
Investigating the predictive power of quantitative vs. qualitative data in PE fund prospectuses.
View Project →Would I lie to you? On Private Equity Intermediary Performance Reports
Investigating the rationale behind smoothed NAV reporting by PE fund managers.
View Project →Nowcasting Private Market Valuations
Developing nowcasting methods for more accurate, timely NAV estimates in private markets.
View Project →Social Network Analysis of the European VC Market
Analyzing co-investment networks of European and US VC markets using social network analysis.
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