Venture capital budgeting — Carry and correlation

B-Tier
Journal: Journal of Corporate Finance
Year: 2013
Volume: 21
Issue: C
Pages: 216-234

Authors (2)

Flor, Christian Riis (Syddansk Universitet) Grell, Kevin Berg (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze venture capital budgeting in a model with agency conflicts among entrepreneurs, venture capitalists, and investors. Our three-player setting is crucial for the analysis of compensation to venture capitalists. We focus on the venture capitalist's decision to invest in correlated enterprises, and we emphasize the importance of information and the venture capitalist's role in resolving adverse selection on the entrepreneurial side. The importance of information increases the minimum carried interest offered to the venture capitalist, whereas correlated projects decrease it. The carried interest is determined by the size and level of correlation in his portfolio. Our analysis provides predictions in line with a number of empirical observations, e.g. that venture capitalists typically receive a carried interest which is “sticky” around a 20% level.

Technical Details

RePEc Handle
repec:eee:corfin:v:21:y:2013:i:c:p:216-234
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25