Study on partner choice risk avoiding in private equity syndication

被引:1
|
作者
Zhou, Qihong [1 ]
Zhang, Xubo [1 ]
机构
[1] Wuhan Univ Sci & Engn, Wuhan 430073, Peoples R China
关键词
private equity; syndication; risk management; fuzzy;
D O I
10.1109/WMWA.2009.84
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper analysis the possible risk exists in the private equity multi-stage syndication partners' choice. Evaluation the syndication partners choice risk in multi-stage private equity. Use fuzzy optimal dynamic programming build a risk-weighted optimal return model to avoid the risk in the syndication partners choice. Get the multi-stage optimal syndication partners selection set. An example is used to demonstrate our risk avoiding model.
引用
收藏
页码:328 / 332
页数:5
相关论文
共 50 条
  • [41] On the System Construction of the Private Equity Fund Limited Partner's Derivative Action
    Wei, Zhaobin
    2016 ISSGBM INTERNATIONAL CONFERENCE ON INFORMATION, COMMUNICATION AND SOCIAL SCIENCES (ISSGBM-ICS 2016), PT 3, 2016, 68 : 195 - 202
  • [42] BEHAVIORAL ECOLOGY AND THE STUDY OF PARTNER CHOICE
    DUGATKIN, LA
    SIH, A
    ETHOLOGY, 1995, 99 (04) : 265 - 277
  • [43] Does risk explain persistence in private equity performance?
    Buchner, Axel
    Mohamed, Abdulkadir
    Schwienbacher, Armin
    JOURNAL OF CORPORATE FINANCE, 2016, 39 : 18 - 35
  • [44] Global risk factors in the returns of listed private equity
    Doepke, Joerg
    Tegtmeier, Lars
    STUDIES IN ECONOMICS AND FINANCE, 2018, 35 (02) : 340 - 360
  • [45] The Price of Diversifiable Risk in Venture Capital and Private Equity
    Ewens, Michael
    Jones, Charles M.
    Rhodes-Kropf, Matthew
    REVIEW OF FINANCIAL STUDIES, 2013, 26 (08): : 1853 - 1889
  • [46] Returns to Private Equity - Idiosyncratic Risk Does Matter!
    Mueller, Elisabeth
    REVIEW OF FINANCE, 2011, 15 (03) : 545 - 574
  • [47] Risk and performance of bonds sponsored by private equity firms
    Cao, Xiaping
    Chan, Konan
    Kahle, Kathleen
    JOURNAL OF BANKING & FINANCE, 2018, 93 : 41 - 53
  • [48] Risk Management on IPO Exit Channel of Private Equity
    Li, Ben
    PROCEEDINGS OF THE THIRD SYMPOSIUM OF RISK ANALYSIS AND RISK MANAGEMENT IN WESTERN CHINA, 2013, 40 : 285 - 290
  • [49] Current and Private Investors' Return and Risk Sharing with Private Equity Offering Announcements
    Brooks, LeRoy D.
    Ferreira, Eurico J.
    JOURNAL OF PRIVATE EQUITY, 2008, 11 (03): : 30 - 40
  • [50] A Comparative Study on Risk Management of Private Equity Firms - Based on China versus UK
    Wei, Yujie
    PROCEEDINGS OF THE 2016 4TH INTERNATIONAL EDUCATION, ECONOMICS, SOCIAL SCIENCE, ARTS, SPORTS AND MANAGEMENT ENGINEERING CONFERENCE (IEESASM 2016), 2016, 22 : 91 - 97