Sustainability and private equity real estate returns

A Devine, A Sanderford, C Wang - The Journal of Real Estate Finance and …, 2024 - Springer
This paper explores private equity real estate fund performance and voluntary
environmental, social, and governance (ESG) disclosures. Using data from the National …

Another look at private real estate returns by strategy

MA Bollinger, JL Pagliari - The Journal of Portfolio …, 2019 - jpm.pm-research.com
This article examines the risk-adjusted, net-of-fee performance of noncore funds and
generally finds that investors would have been better served by merely placing additional …

[PDF][PDF] Private equity real estate fund performance: a comparison to reits and open-end core funds

TR Arnold, DC Ling, A Naranjo - The Journal of Portfolio Management, 2021 - reit.com
We provide a comprehensive examination of the return performance of closed-end, private
equity real estate (PERE) funds relative to the performance of listed real estate stocks …

[PDF][PDF] Private equity real estate funds: returns, risk exposures, and persistence

TR Arnold, DC Ling, A Naranjo - The Journal of Portfolio …, 2019 - academia.edu
Using performance data through 2017Q4 on 467 funds that came to market between 2000
and 2013, we first examine the unconditional performance of closed-end, Private Equity …

A real estate portfolio management risk assessment framework for nonlisted real estate funds in India

A Gupta, G Newell - Property Management, 2021 - emerald.com
Purpose This study provides an extensive risk assessment framework for nonlisted real
estate funds'(NREFs) portfolio management in India across their life cycle; that is, the …

[HTML][HTML] Learning private equity recommitment strategies for institutional investors

E Kieffer, T Meyer, G Gloukoviezoff, H Lucius… - Frontiers in Artificial …, 2023 - frontiersin.org
Keeping strategic allocations at target level to maintain high exposure to private equity is a
complex but essential task for investors who need to balance against the risk of default …

Hidden in plain sight—the impact of undrawn commitments

T Meyer - The Journal of Alternative Investments, 2020 - search.proquest.com
Undrawn commitments are a critical characteristic of investments in largely illiquid limited
partnership funds. They are the “dry powder” of cash reserves that fund managers have …

Evolutionary learning of private equity recommitment strategies

E Kieffer, F Pinel, T Meyer… - 2021 IEEE …, 2021 - ieeexplore.ieee.org
Achieving and maintaining high allocations to Private Equity and keeping allocations at the
targeted level through recommitment strategies is a complex task which needs to be …

Do specialist funds outperform? Evidence from European non-listed real estate funds

F Fuerst, N Mansley, Z Wang - Research in International Business and …, 2021 - Elsevier
This study aims to determine if specialization led to higher financial performance for
European non-listed real estate funds. Funds may either specialize in a particular country …

How do non-core allocations affect the risk and returns of private real estate funds?

SJ Couts - The Journal of Real Estate Finance and Economics, 2022 - Springer
This paper documents that funds with greater non-core allocations have higher market risk
exposure, β, but lower returns. Additionally, it documents that one reason their returns are …