Event Type Seminars
webinars
april
18apr9:00 am10:00 amPrivate asset investors are often starved of data. Not anymore!
Event Details
We present a quantum leap in this respect: to use quantitative research and machine learning supported by solid academic credentials to produce the data that private markets need to measure
Event Details
We present a quantum leap in this respect: to use quantitative research and machine learning supported by solid academic credentials to produce the data that private markets need to measure value and risk, as you would in listed asset classes.
In this webinar, we’ll show you:
1. A sophisticated classification taxonomy of private assets that precisely captures the characteristics and nuances of private assets.
2. How model-based valuation anchoring data can solve the perennial problem of “stale NAVs”, allow marking assets using a model-based valuation “anchor”, and offer applications in position keeping and investment selection.
3. A range of private market indices and benchmarks that aggregate the monthly valuations of thousands of private firms in 100 countries to create genuine measure of market dynamic that can be used in portfolio or fund benchmarking, manager selection, or making strategic investment and allocation decisions.
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Time
(Thursday) 9:00 am - 10:00 am(GMT+01:00)
Organizer
Event Details
Join us for an in-depth analysis of best practice infrastructure portfolio construction and the implications for strategic asset allocation with a new paper and webinar sponsored by the Long-Term Infrastructure
Event Details
Join us for an in-depth analysis of best practice infrastructure portfolio construction and the implications for strategic asset allocation with a new paper and webinar sponsored by the Long-Term Infrastructure Investor Association.
From naive to advanced portfolio construction techniques for investors in illiquid assets:
1. What is a well-diversified infrastructure portfolio? does it matter?
2. More assets, more sectors, more countries, how many is enough?
3. 10 times more effective: Using risk factors to build better portfolios
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Time
(Thursday) 9:00 am - 10:00 am(GMT+01:00)
june
Event Details
Investors in private markets have long suffered from a lack of reliable valuation and benchmarking data. With privateMetrics, we propose a radical new approach. We build a robust model of
Event Details
Investors in private markets have long suffered from a lack of reliable valuation and benchmarking data. With privateMetrics, we propose a radical new approach. We build a robust model of the drivers of the market prices of private companies over the past decade using 10k PE deals. On average, within each market segment the difference between model and exist prices is close to zero. We then use this model to price hundreds of thousands of other private companies and generate a dataset with which investors can build any comps they need that are both granular and robust. This truly transformative approach also allows creating market indices of the risk and performance of private assets.
Register here.
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Time
(Thursday) 9:00 am - 10:00 am(GMT+01:00)