EUPF &
Private Equity
Assignment 2
,Agenda
1. Introduction to Private Equity
a. Return characteristics Private Equity
b. Risks related to Private Equity
2. European University Professors Pension Fund
a. Key Facts about the EUPF
b. Correlation between the main Asset Classes
c. Inflation Hedging
d. Costs of Private Equity
e. Computing the Liabilities
f. Efficient Frontier Analysis
g. Shortcomings of the Analysis
h. Other Alternative Asset Classes
3. Conclusion
, 1 Introduction to Private Equity
Private Equity
Assignment 2
,Agenda
1. Introduction to Private Equity
a. Return characteristics Private Equity
b. Risks related to Private Equity
2. European University Professors Pension Fund
a. Key Facts about the EUPF
b. Correlation between the main Asset Classes
c. Inflation Hedging
d. Costs of Private Equity
e. Computing the Liabilities
f. Efficient Frontier Analysis
g. Shortcomings of the Analysis
h. Other Alternative Asset Classes
3. Conclusion
, 1 Introduction to Private Equity
