Private debt performance in a multi asset portfolio: empirical evidence from the US market
Galliani, Filippo (A.A. 2023/2024) Private debt performance in a multi asset portfolio: empirical evidence from the US market. Tesi di Laurea in M&A and investment banking, Luiss Guido Carli, relatore Marco Morelli, pp. 101. [Master's Degree Thesis]
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Abstract/Index
What is private debt? History of loan markets. Global financial crisis and its impact on bank lending. The rise of private debt and direct lending. Private debt as an asset class. Investing in the private debt asset class. Organization of private debt funds. Main investment strategies. Private debt contracts: main clauses used to structure loan agreements. Loan valuation. Complementary factors to consider before investing in private debt. Dataset development and empirical analysis. How to measure returns of private debt investments. Direct lending index construction using public business development companies. Direct lending performances as an asset class in a diversified portfolio: results and limitations.
References
Bibliografia: pp. 94-100.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | M&A and investment banking |
| Thesis Supervisor: | Morelli, Marco |
| Thesis Co-Supervisor: | Altieri, Michela |
| Academic Year: | 2023/2024 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Jul 2025 09:59 |
| Last Modified: | 14 Jul 2025 09:59 |
| URI: | https://tesi.luiss.it/id/eprint/42899 |
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