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Journal of Banking & Finance Vol. 37 No. 9 2013

Private equity benchmarks and portfolio optimization

Douglas J. Cumming1; Lars Helge Haß; Denis Schweizer2

1 York University · 2 WHU – Otto Beisheim School of Management

Abstract

Portfolio optimization using private equity is typically based on one of three indices: listed private equity, transaction-based private equity, or appraisal value-based private equity indices. However, we show that none of these indices is fully suitable for portfolio optimization. We introduce here a new benchmark index for venture capital and buyouts, which is updated monthly, adjusted for autocorrelation (de-smoothing), and available contemporaneously. We illustrate how our benchmark enables superior quantitative portfolio optimization.

DOI
10.1016/j.jbankfin.2013.04.010
Volume
37
Issue
9
Pages
3515-3528
Language
en
Sources
openalex crossref bibtex:phds-export.bib

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