Part I: Illiquid Investments as an Asset Class
by Didier Guennoc, Christian Diller, Peter Cornelius, Thomas Meyer
Mastering Illiquidity: Risk management for portfolios of limited partnership funds
- Cover
- Title Page
- Copyright
- Dedication
- Foreword
- Acknowledgements
- Chapter 1: Introduction
- Part I: Illiquid Investments as an Asset Class
- Chapter 2: Illiquid Assets, Market Size and the Investor Base
- Chapter 3: Prudent Investing and Alternative Assets
- Chapter 4: Investing in Illiquid Assets through Limited Partnership Funds
- 4.1 Limited partnership funds
- 4.2 Limited partnerships as structures to address uncertainty and ensure control
- 4.3 The limited partnership fund's illiquidity
- 4.4 Criticisms of the limited partnership structure
- 4.5 Competing approaches to investing in private equity and real assets
- 4.6 A time-proven structure
- 4.7 Conclusion
- Chapter 5: Returns, Risk Premiums and Risk Factor Allocation
- Chapter 6: The Secondary Market
- Part II: Risk Measurement and Modelling
- Chapter 7: Illiquid Assets and Risk
- Chapter 8: Limited Partnership Fund Exposure to Financial Risks
- Chapter 9: Value-at-Risk
- Chapter 10: The Impact of Undrawn Commitments
- Chapter 11: Cash Flow Modelling
- Chapter 12: Distribution Waterfall
- Chapter 13: Modelling Qualitative Data
- Chapter 14: Translating Fund Grades into Quantification
- Part III: Risk Management and Its Governance
- References
- Abbreviations
- Index
Part I
Illiquid Investments as an Asset Class
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