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The Venture Capital Math Problem (avc.com)
23 points by AlleyRow on April 29, 2009 | hide | past | favorite | 7 comments


My comment on the blog repeated here:

"You correctly assume that the distribution follows a power-law, but you apply an arbitrary constraint on the maximum ($5bn). You constrained the maximum and then concluded that the distribution is not scalable!

Even if historically VCs haven't had a larger than $5bn exit, there is no reason it won't happen in the future. Unless VCs have some sort of self-imposed upper-bound on exits, this asset class is perfectly scalable as long as VCs have the intestinal fortitude to hang on to some hits for longer than they have in the past. (Also they need to invest in earlier stage startups and diversify more than they think they need to, to benefit even more from scalability). "


"If $100bn per year in exits is a steady state number"

This is the mistake. Why should this be constant?


How (and using what number) would you phrase it then?


The limit on the value of exits is the amount of wealth that can be created. If there is a limit on that, it's in the realm of science fiction.


I think FW's mathematical approach probably is flawed, but I think underlying it there might be something of interest. I read it as: the creation of wealth by new ventures requires resources, which can be split into two types: funds, and everything else. The two resources need to be present at a certain (range of) ratio(s). There is a finite supply of the 'everything else' (e.g. people who thrive in a start-up environment, consumer willingness to adopt new things, etc), therefore the demand for funds is finite, i.e. VC is not a (infinitely) scalable asset class. That's a theoretical argument, and you might well say, "fine in theory, but in practice we're nowhere near hitting the limit of supply of everything else". Implicitly he seems to be suggesting that we are (via his assertion that total exit values is fixed) - that seem like the wrong way to address the 'limit of supply question' (because it looks at outputs, not inputs), but I think the limit question is still a valid one to ask. Personally, I really don't know whether we're anywhere near the 'limit of supply of everything else', but I hope not. Would love to hear what others think on this question..


it's not probably flawed. it is flawed.

most of the posts i write are designed to stimulate discussion, debate, highlight an issue i think is worth talking about, etc

the comments on this post have been fantastic. i am already thinking about the problem differently, but i still think the VC asset class doesn't scale and that we have too much money under management right now.


The $100bn number was an empirical observation.

There is a limit on the dollar price of wealth created - the supply of dollars. More precisely, the total returns to VC investment from a given cohort is equal to nominal GDP times the portion of GDP that is the profit from companies in that cohort. Both of those numbers have soft and hard limits to them.

Total wealth creation is indeed unlimited. But that shows up as increased purchasing power of dollars, not necessarily a higher return in dollars ( and it's the latter that matters from an investment perspective).




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