The Components of Private Equity Performance: Implications for Portfolio Choice
By  William Kinlaw ,  Mark Kritzman ,  Jason Mao ,  State Street Associates
Sep 1, 2015

By Will Kinlaw, Mark Kritzman, and Jason Mao.

Published in the Journal of Alternative Investments, Fall 2015.

We use a proprietary database of private equity returns to measure the excess return of private equity over public equity and to partition this return into two components: an asset class alpha and compensation for illiquidity.

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