Proposing a New Metric: Private Fund Duration.

R Castilla, F David-Visser… - Journal of Portfolio …, 2022 - search.ebscohost.com
The authors propose a tripartite metric, private fund duration (PFD)(PFD x , PFD y , PFD z ),
to assist investors in the analysis of the duration of private funds and investments. In brief, …

Editor's Introduction to the Special Issue on Investing in Private Markets

FJ Fabozzi - The Journal of Portfolio Management, 2022 - pm-research.com
… To guide investors in the analysis of the duration of private funds and investments, Rafael
Castilla, Felicia David-Visser, and David Brophy propose a new metric which they term “private …