Codes and Data

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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