Following the publication of “Takahashi–Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical Simulations” in The Journal of Portfolio Management, CFA Society Boston hosted a webinar featuring authors Alex Billias and Sam Holt, COO and Principal at Bella, to discuss challenges in liquidity modeling. They explored the strengths and limitations of the industry’s traditional forecasting model, Takahashi-Alexander, before introducing their novel approach of simulating future cash flows using historical data. The webinar explores how the new method builds on the Takahashi-Alexander model and has various applications across the industry.
Want to see this approach on your own portfolio? Bella’s forecasting engine applies the same simulation-based method discussed in this webinar to your funds, projecting cash flows and outcomes from decades of historical data.
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