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Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation

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  • Dorra Najar

Abstract

Fund managers compensation is a particular problem area in terms of its tax treatment in the United States and some European countries. This problem originates in the difficulty of defining these particular forms of incentive and therefore their estimate

Suggested Citation

  • Dorra Najar, 2014. "Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation," Working Papers 2014-195, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-195
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    More about this item

    Keywords

    private equity; venture capital; managerial compensation; simulations;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services
    • G3 - Financial Economics - - Corporate Finance and Governance
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
    • G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance

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