Alex Billias, COO, and Sam Holt, Principal, presented our simulation approach to liquidity modeling during a webinar hosted by CAIA Boston, CAIA Carolinas, and CAIA Bay Area. As outlined in the paper “Takahashi–Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical Simulations” in The Journal of Portfolio Management, this approach builds on the Takahashi-Alexander model by simulating future cash flows using historical data.
Curious how this modeling approach would read on your portfolio? We’ll walk you through Bella’s simulation and analytics platform live. Request a demo to learn more.
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