Risk-Adjusting the Returns to Private Debt Funds
收藏NBER2024-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w32278
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资源简介：
Private debt funds are the fastest growing segment of the private capital market. We evaluate their risk-adjusted returns, applying a cash-flow based method to form a replicating portfolio that mimics their risk profiles. Using both equity and debt benchmarks to measure risk, a typical private debt
提供机构：
美国国家经济研究局
创建时间：
2024-04-01
