Publicação
On the erformance of rivate debt funds
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | |
| dc.contributor.advisor | Wilke, Felix | |
| dc.contributor.author | Schroer, Nicolas | |
| dc.date.accessioned | 2026-06-18T14:01:44Z | |
| dc.date.available | 2026-06-18T14:01:44Z | |
| dc.date.issued | 2025-01-22 | |
| dc.date.submitted | 2025-01-22 | |
| dc.description.abstract | We explore the historic performance of Private Equity and Private Debt, utilizing absolute measures Net IRR and Net Multiple, alongside the relative performance measure Public Market Equivalents. Analyzing data obtained from Preqin, we examine factors influencing performance, including fund size, General Partner experience, macroeconomic indicators and prior performance. Our key findings are 1) Private Equity and Private Debt funds consistently outperform public benchmarks on average; 2) Private Equity and Private Debt fund performance is positively impacted by the performance of previous funds managed by the same General Partner; 3) Private Debt fund’s Net Multiples and Fund Size feature convex relation. | eng |
| dc.identifier.tid | 203926900 | |
| dc.identifier.uri | http://hdl.handle.net/10362/203862 | |
| dc.language.iso | eng | |
| dc.relation | UID/ECO/00124/2013 | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Private equity | |
| dc.subject | Private debt | |
| dc.subject | Private assets | |
| dc.subject | Performance measurement | |
| dc.subject | PME | |
| dc.subject | IRR | |
| dc.subject | Multiple on money | |
| dc.title | On the erformance of rivate debt funds | eng |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Master’s degree in Finance from the Nova School of Business and Economics |