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Private equity investments for retail investors: a portfolio replication approach
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Retail investors are facing the need to shift their capital allocation towards other asset classes that do provide a more attractive risk-return profile. Therefore, alternative investment opportunities, such as Private Equity are becoming more popular. As the access of retail investors to Private Equity assets is limited by now, this thesis investigates the possibilities to replicate Private Equity returns. In the form of an underlying financial model, the Portfolio Replication Method investigated in this thesis, simulates a 3-Step-Approach, consisting of 2-Factor Investing, Homemade-Leverage and Hold-to-Maturity Accounting based on quarterly data on the S&P 500 between 2000 and 2020.
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Family business Mergers Acquisitions M&A Directed research Finance Venture capital Buyouts Discrimination Entreprenerueship