PC 8.3: Suitability, Approaches, Liquidity, and Monitoring in Allocating to Alternative Investments

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4 Terms

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What are some needed tests when looking at AI and asset allocation?

  • smoothing of returns

  • serial correlation

  • non-normality of data

    • skewness (fat tails) and excess kurtosis

2
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Investors can use a simple model to determine how a fund will call its committed capital:

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3
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to determine distributions for NAV:

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