As quantitative investors and other asset managers try to deliver private equity-like returns through indexes and stock funds, a new study from the University of Pennsylvania’s Wharton School suggests that…
Tag: Private Equity Replication
Can Steven Schwarzman and Private Equity Beta Be Replicated by Quants?
Quant asset managers are increasingly replicating the performance of private equity in order to give investors access to the same beta for a fraction of the cost. This according to…