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The trillion dollar bonus of private capital fund managers

Abstract:
Carried interest (“carry”) is the main performance-based component of compensation for private capital fund managers. Using fund-level cash flows and fee terms for more than 12,000 funds, we estimate which funds are in-the-carry and the total amount earned. Aggregate carry exceeds one trillion dollars and accounts for 18% of investor profits, about equal the contractual value-weighted rate of 19%. The difference reflects the role of hurdle rates and the relatively smooth distribution of fund outcomes. Carry is strongly related to both performance and fund size, and past carry is a stronger predictor of future performance than past returns.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1287/mnsc.2024.06510

Authors

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Institution:
University of Oxford
Division:
SSD
Department:
Saïd Business School
Oxford college:
Queen's College
Role:
Author
ORCID:
0000-0002-4518-8700


Publisher:
Institute for Operations Research and Management Sciences
Journal:
Management Science More from this journal
Publication date:
2026-04-20
Acceptance date:
2025-11-24
DOI:
EISSN:
1526-5501
ISSN:
0025-1909


Language:
English
Pubs id:
2335274
Local pid:
pubs:2335274
Deposit date:
2025-11-25
ARK identifier:

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