HEC in the Press

Risk-Factor Modeling Your Private Equity Portfolio

ai-cio.com, 27 March 2013

HEC Paris MBA Participant, Konstantin Danilov, has taken part in a study that uses risk factor based models in an attempt to create a risk reward profile for real private equity portfolio. Along with S. P. Kothari (a Massachusetts Institute of Technology management professor), and Gitanjali Swamy (founder of quantitative research outfit Alternative Asset Risk Management), Konstantin wonders why the method has never been used before.


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