Building a Better Portfolio
This paper examines how liquidity measurement and cash flow management is integrated into a multi-asset, multi-period portfolio construction process.
PGIM and the Institute for Private Capital (IPC) joined together for a special research workshop which convened eight academics and practitioners from PGIM, IPC, and GIC for a discussion of Managing Portfolios with Private Assets.
The Institute for Private Capital is an affiliated research center at the University of North Carolina’s Kenan Institute, with a mission to bring together academic and industry experts to promote a deep understanding of the role of private capital markets in the global economy. There are more than 40 research faculty from top universities involved with the IPC’s academic research and data creation in private equity, commercial real estate, and hedge funds.
During the session, the academic researchers from PGIM & GIC presented their portfolio allocation research, followed by a discussion on how these issues have been applied in historical portfolio simulations. The webinar concludes with a larger group discussion on issues around private capital portfolio construction, liquidity, performance, and more.
This webinar is for informational or educational purposes only