| Webinar: Innovative Modeling and Analytics for Private Markets
March 13, 2024
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.