Optimal Liquidation of Venture Capital Stakes
Peer Review for material titled "Optimal Liquidation of Venture Capital Stakes"
User Rating for material titled "Optimal Liquidation of Venture Capital Stakes"
Member Comments for material titled "Optimal Liquidation of Venture Capital Stakes"
Bookmark Collections for material titled "Optimal Liquidation of Venture Capital Stakes"
Course ePortfolios for material titled "Optimal Liquidation of Venture Capital Stakes"
Learning Exercises for material titled "Optimal Liquidation of Venture Capital Stakes"
Accessibility Info for material titled "Optimal Liquidation of Venture Capital Stakes"
Please enter a Bookmark title
Please limit Bookmark title to 65 characters
Please enter a description
Please limit Bookmark title to 4000 characters
A Bookmark with this title already existed.
Please limit a note about this material to 2048 characters
Search all MERLOT
Select to go to your profile
Select to go to your workspace
Select to go to your Dashboard Report
Select to go to your Content Builder
Select to log out
Search Terms
Enter username
Enter password
Please give at least one keyword of at least three characters for the search to work with. The more keywords you give, the better the search will work for you.
select OK to launch help window
cancel help

MERLOT II




        

Search > Material Results >

Optimal Liquidation of Venture Capital Stakes

        

Optimal Liquidation of Venture Capital Stakes

Logo for Optimal Liquidation of Venture Capital Stakes
We model the optimal liquidation behavior of a venture capital or non-diversified asset management firm faced with a sale of concentrated security holdings. As the firm?s stake is large, its sales can lead to permanent and temporary price depressions. At the optimum, the institution chooses the liquidation interval to balance the exposure to the market return variance against the impact of its own sales on the realized return. We obtain closed-form solutions for power impact functions... More
Material Type: Open Journal-Article
Technical Format: PDF
Date Added to MERLOT: March 25, 2011
Date Modified in MERLOT: August 06, 2014
Author:
Submitter: Howard Kuan

Details

  • Reviewed by members of Editorial board for inclusion in MERLOT.
    Editor Review (not reviewed)
  • User Rating (not rated)
  • Comments (none)
  • Learning Exercises (none)
  • Bookmark Collections (none)
  • Course ePortfolios (none)
  • Accessibility Info (none)

  • Rate this material
  • Create a learning exercise
  • Add accessibility information
  • Pick a Bookmark Collection or Course ePortfolio to put this material in or scroll to the bottom to create a new Bookmark Collection
    Name the Bookmark Collection to represent the materials you will add
    Describe the Bookmark Collection so other MERLOT users will know what it contains and if it has value for their work or teaching. Other users can copy your Bookmark Collection to their own profile and modify it to save time
    Edit the information about the material in this {0}
    Submitting Bookmarks...

About

Primary Audience: College Upper Division, Graduate School, Professional
Mobile Compatibility: Not specified at this time
Language: English
Cost Involved: no
Source Code Available: unsure
Accessiblity Information Available: unsure
Creative Commons: unsure
Browse in Categories:

Connections





QR Code for this Page

Users who viewed this material also viewed...

Discussion

Discussion for Optimal Liquidation of Venture Capital Stakes

Log in to participate in the discussions or Register if you are not already a MERLOT member.

Return to Top of Page