Introducing a New Model For Forecasting PE Portfolio Outcomes
Included in the July 2023 issue of The Journal of Portfolio Management, our paper “Takahashi–Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical Simulations” introduces a new approach to cash flow forecasting. Takahashi–Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical SimulationsDawson Beutler, Alex Billias, Sam Holt, Josh Lerner, and TzuHwan Seet Abstract: In 2001, […]
Bella Analytics
One of the most difficult issues fund managers and investors alike face in managing their private capital investment portfolios is estimating future returns. The reasons for this are manifold, ranging from a lack of sufficiently detailed or complete data needed for developing such forecasts to more nuanced methodological issues that reflect the unique nature of […]