Here we provide codes to compute Direct Alpha and related metrics (Kaplan-Schoar PME, Long-..) discussed in Full Text.
In the paper, we used data from Burgiss, which we cannot dessiminate. Instead, in archives below we provide simulated data that closely resemble that of real-life buyout and venture capital funds.
Excel spreasheet with the examples from the appendix is here. Computations using the realistic data: STATA , MATLAB , Python , R
Visit this Github repository for versions and to track changes
© O.Gredil, B.Griffiths, R.Stucke
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