Added value of a specific alternative asset class, need help with project

Hey guys,

I am working on a project where I look at the added value of a specific asset class (such as PE-Buyout) for a fictional pension fund's portfolio (now 65% equity, 35% bonds). Some things I am looking at:

-Efficient frontier analyse -Cov. matrix

But also, finding a good proxy for the liabilities of this fictional pension fund, and approximating the liabilities with a index-linked bond (30years).

I have some specific questions, anyone experienced with this and willing to help me? (maybe via an instant messenger would be easiest)

2 Comments
 

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