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PrivateQuant PrivateQuant is a unique expert system for portfolio management in private equity. An intuitive and user-friendly interface makes PrivateQuant an easy-to-use and flexible quantitative tool. Currently a fully-tested prototype of the system is available. Find out more about PrivateQuant by clicking here. 
Exposed to the J-curve: Understanding and Managing Private Equity Fund Investments Dr. Tom Weidig has written the first book explicitly on private equity fund investments together with Ulrich Grabenwarter, Head of Division at European Investment Fund. There are many books on private equity financing of companies and on the relationship between the entrepreneur and the managers of private equity funds, but none is written exclusively with the institutional or private fund investor in mind. However, fund investors face serious issues during the asset allocation and investment process, and want independent advice. This book intends to fill this gap in the private equity literature: how can institutional and private investors safely invest in private equity? Weidig and Grabenwarter approach this question with a review of the private equity fund industry and a description of all the relevant management issues of fund investments both from a day-to-day and a portfolio perspective as well as discussing indirect investment vehicles such as funds of funds or securitisation notes. More details on the book like the summary, the table of content, and the bibliography are on SSRN. Consultancy for the European Investment Fund The European Investment Fund is a European Union institution and part of the European Investment Bank Group. The EIF is also a fund-of-funds and has invested in over 200 venture capital funds with a total commitment of 2.5 billion euro. Venture Capital funds and funds-of-funds are difficult to model, because they invest in non-quoted small and medium sized companies. QuantExperts has worked closely with the EIF Risk Management to research private equity fuds and identify the risks involved, and with Operations to undertake a market study of the European mid-market. "The Risk Profile of Private Equity" endorsed by the European Venture Capital and Private Equity Association (EVCA) Dr. Tom Weidig is the leading author of a study that analyses the different risk profiles of private equity investments. The main claim of the study is that a direct investment might be risky, but that private equity investments via a fund, fund-of-funds, or a portfolio of direct investments are not. The main figure is here. Private equity investors like banks, pension funds, and insurance companies have all shown interest in this study. The European Private Equity and Venture Capital Assocation have embraced the study by publicizing it and releasing a press statement. Two other papers have already been mentioned in EVCA's position statement on Basel II. German Translation of "The Risk Profile of Private Equity" for the RWB RenditeWertBeteiligungen AG The RWB RenditeWertBeteiligungen AG is a German management company of Private Equity fund-of-funds. They were keen to distribute the study "The Risk Profile of Private Equity" to German investors to inform them about the risk profile of funds-of-funds. QuantExperts has undertaken the technical translation of the study. Own Research Articles Dr. Tom Weidig has written several articles on venture capital funds, for example: Risk Model For Venture Capital Funds The Risk Profile of Private Equity Fund-of-Funds Modelling Venture Capital Funds Towards a Risk Model for Venture Capital Funds: Liquidity and Performance Forecasting The complete list and articles are freely available on his page on the Social Sciences Research Network. |