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Article

Benchmark Construction and Performance Evaluation of Mezzanine Finance Funds

Yaacov Kopeliovich
The Journal of Private Equity Spring 2017, 20 (2) 46-51; DOI: https://doi.org/10.3905/jpe.2017.20.2.046
Yaacov Kopeliovich
is a professor in the Department of Finance at the University of Connecticut in Storrs, CT.
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  • For correspondence: yaacov.kopeliovich@uconn.edu
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Abstract

One of the major difficulties in evaluating private equity investments is developing data and meaningful tools that are like those that are commonly used in creating metrics for today’s public stocks. Illiquidity and irregular distribution of cash flows initially create those difficulties. In this paper, we show how we can utilize the thoroughly analyzed public indexes and their performance data to create benchmarking platforms that attempt to mimic the investment strategies of mezzanine funds. While the replication is not perfect, we believe that our benchmark platform provides some early glimpses into analytics that should be further explored by anyone evaluating and investing in private equity with finite maturity horizons.

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The Journal of Private Equity: 20 (2)
The Journal of Private Equity
Vol. 20, Issue 2
Spring 2017
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Benchmark Construction and Performance Evaluation of Mezzanine Finance Funds
Yaacov Kopeliovich
The Journal of Private Equity Feb 2017, 20 (2) 46-51; DOI: 10.3905/jpe.2017.20.2.046

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Benchmark Construction and Performance Evaluation of Mezzanine Finance Funds
Yaacov Kopeliovich
The Journal of Private Equity Feb 2017, 20 (2) 46-51; DOI: 10.3905/jpe.2017.20.2.046
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  • Article
    • Abstract
    • LITERATURE REVIEW
    • CONSTRUCTING BENCHMARKS FOR MEZZANINE DEBT
    • PERFORMANCE EVALUATION
    • CASE STUDY
    • CASH FLOW MATCHING COMPARISON
    • CONCLUSION
    • ENDNOTE
    • REFERENCES
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  • PDF (Subscribers Only)

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More in this TOC Section

  • Editor’s Letter
  • Editor’s Letter
  • Profitability Analysis of Select Private Equity Funds in India
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