Private Equity Findings, Issue 20 | Coller Capital

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25 July 2024 Publication
Research & Insights

Private Equity Findings, Issue 20

Topics
Foreword By the numbers
Retrospective: A bigger picture
Overview Understanding LPs performanceThe role of academic research in PEThe most influential pieces of academic researchThe affect of the 2006-07 credit bubble Resilience of the PE industryThe the growth of private debt fundsAreas of current researchAreas of research opportunities?
What’s at stake?
Roundtable: Will AI transform private equity?
Overview PE embracing AI technologiesAI origination for VC investmentsThe limitations of AI & lack of dataAI in decision makingUsing AI to predict future outcomesDo LPs really need AI to process qualitative information?AI techniques to predict company director performanceDo large networks and directorships mean poor performance?What aspects of PE are ripe for AI disruption?AI for PE: hype vs. reality
Time for a new model?
Overview Time for a new model: The research viewpointTime for a new model: The investor viewpoint
The side letter arms race
Time for a new model?
Foreword By the numbers
Retrospective: A bigger picture
Understanding LPs performance The role of academic research in PE The most influential pieces of academic research The affect of the 2006-07 credit bubble Resilience of the PE industry The the growth of private debt funds Areas of current research Areas of research opportunities?
What’s at stake?
Roundtable: Will AI transform private equity?
PE embracing AI technologies AI origination for VC investments The limitations of AI & lack of data AI in decision making Using AI to predict future outcomes Do LPs really need AI to process qualitative information? AI techniques to predict company director performance Do large networks and directorships mean poor performance? What aspects of PE are ripe for AI disruption? AI for PE: hype vs. reality
Time for a new model?
Time for a new model: The research viewpoint Time for a new model: The investor viewpoint
The side letter arms race

Time for a new model?

What if the data available today, combined with advanced computing power, could help limited partners manage their private equity portfolios more easily? That was the challenge a group of researchers set for themselves in a bid to help investors understand the asset class’s inherently unpredictable cash flows. Here, one of the researchers outlines the new approach, while a seasoned investor offers his response.

Meet the researcher and investor

Alex Billias is chief operating officer at Bella Private Markets, where he has worked on a wide variety of research and strategic consulting projects. He also leads the development of quantitative tools for simulating portfolio cash flows and benchmarking performance. Prior to Bella, he conducted physics research for the ISOLDE facility at CERN in Geneva.
Alex Billias
.
Patrick Sherwood is a principal at GroveStreet, focusing on fund and direct investment activities across sectors. He is also involved in analysing and managing client portfolios. Before GroveStreet, he was managing director of investments at the Wallace Foundation, having previously worked for the Yale Investments Office.
Patrick Sherwood

In Takahashi-Alexander Revisited: Modelling Private Equity Portfolio Outcomes Using Historical Simulations, a group of researchers at Bell...

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