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The Journal of Portfolio Management

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Primary Article

Illiquid Alternative Asset Fund Modeling

Dean Takahashi and Seth Alexander
The Journal of Portfolio Management Winter 2002, 28 (2) 90-100; DOI: https://doi.org/10.3905/jpm.2002.319836
Dean Takahashi
Senior director of the Yale University Investments Office in New Haven (CT 06511).
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  • For correspondence: dean.takahashi@yale.edu
Seth Alexander
Associate director of the Yale University Investments Office in New Haven (CT 06511).
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  • For correspondence: seth.alexander@yale.edu
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Abstract

A financial model that enables institutional investors to project future asset values and cash flows for funds in illiquid alternative asset classes such as venture capital, leveraged buyouts, real estate, and natural resources is the subject of this article. The model presented incorporates actual historical information to provide a base for forecasts. It allows investors with a portfolio of alternative assets to assess various scenarios with different fund commitment levels and different assumptions regarding contributions, distributions, and underlying net returns.

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The Journal of Portfolio Management
Vol. 28, Issue 2
Winter 2002
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Illiquid Alternative Asset Fund Modeling
Dean Takahashi, Seth Alexander
The Journal of Portfolio Management Jan 2002, 28 (2) 90-100; DOI: 10.3905/jpm.2002.319836

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Illiquid Alternative Asset Fund Modeling
Dean Takahashi, Seth Alexander
The Journal of Portfolio Management Jan 2002, 28 (2) 90-100; DOI: 10.3905/jpm.2002.319836
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