A Gaussian-copula framework shows that attribute-driven correlations among VC deals preserve expected portfolio success counts while amplifying extreme upside tails and kurtosis in simulations.
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Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
A Gaussian-copula framework shows that attribute-driven correlations among VC deals preserve expected portfolio success counts while amplifying extreme upside tails and kurtosis in simulations.