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The risk and return of publicly traded private equity

A major problem in studying the performance of private equity is the lack of reliable market data. It is very difficult to clearly evaluate the performance of individual private equity investments since no benchmark based on market prices has been built so far for this asset class, according to Heinz Zimmermann, Hans Christophers and Michel Degosciu of the University of Basel.

This paper addresses those issues by developing different indices for publicly traded private equity vehicles.

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