This conference is the first event dedicated to quantitative research in private markets. It aims to bring together investment professionals who work with private asset classes from either a risk,
Event Details
This conference is the first event dedicated to quantitative research in private markets. It aims to bring together investment professionals who work with private asset classes from either a risk, valuation or investment standpoint, as well as c-suite executives who want to understand the risks and performance drivers of private markets and their role in the portfolio.
Private assets are now present in almost every institutional portfolio in direct and closed fund investments but also through secondaries, evergreen structures and fund of funds structures, as well as in retail and wealth management products. These evolutions make the quantitative analysis of private markets necessary and an important part of the evolution of private asset classes towards more transparent and robust risk and performance metrics.
Over a day of presentations and discussions, this event delves into several key topics for private market quantitative analysis.
Morning Sessions: measuring private market dynamics
Morning sessions focus on the nature of private markets and the ability of investors to measure risk and the variance of asset prices.
Afternoon Sessions: from performance measurement to risk management
The afternoon sessions present several applications of the quantitative research presented in the morning with a focus on performance measurement, asset allocation and portfolio construction.
