| Abstract [eng] |
The main purpose of this master thesis is to create a methodology for return analysis of private equity firms and evaluate, if regression models are suitable for such analysis. The work consists of four main parts: the analysis of literature, the methodology, the research and its results, conclusion and recommendations. Literature briefly reflects contstruct of rise of private equity funds, their classification and specifics. This section also briefly reviews past researches into private equity funds, and challenges in regard of gathering data. The methodology part of the thesis reflects how data should be gathered, what additional variables will be used in research calculations and hypothesys are created to answer in research part of thesis, Performed analysis shown potiantial of investigating share price of private equity funds via regression models, based on firms’ quarterly reports. However, only some regression models confirmed hypothesys about data’s affect to more suitable model, thus further observations are nessasary for more well-informed answer. |
