Title :
Analysis of Liquidity Risk in Private Equity Fund Investment Based on Fuzzy Evaluation Model
Author :
Liu, Fengtao ; Lu, Hang
Author_Institution :
Coll. of Manage., Donghua Univ., Shanghai, China
Abstract :
The feature and eluding strategy of liquidity is an important aspect in studying private equity fund. This thesis begins with analyzing three features of liquidity fund in PE investment. Then based on effect factors of liquidity risk brought forward by scholars, it constructs an index system for identifying liquidity risk, and establishes a fuzzy evaluation model based on AHP. In the end this thesis brings forward some strategies to reduce PE liquidity risk.
Keywords :
decision making; investment; risk analysis; analytic hierarchy process; fuzzy evaluation model; liquidity risk analysis; private equity fund investment; Costs; Educational institutions; Ethics; Forward contracts; Fuzzy systems; Investments; Risk analysis; Risk management; Stock markets; Textiles;
Conference_Titel :
Management and Service Science, 2009. MASS '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4638-4
Electronic_ISBN :
978-1-4244-4639-1
DOI :
10.1109/ICMSS.2009.5301976
