Model firms vie to pinpoint ‘X factor’ in private equity, property

Difficulties gathering data plague efforts to determine correlation between private and publicly traded assets

x-marks-the-spot

Investors are pressing for improvements to risk models for private assets as they look to boost exposures to private equity and real estate.

According to a BlackRock survey of institutional investors in January, almost a third of investors want to increase exposure to private equity and nearly two-fifths want to increase exposure to private real estate. But modelling the risk of these assets is notoriously tricky because of the scarcity of data to base models on, and because of the challenge of

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: