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Event Sponsor
Is illiquidity worth the risk?
Investors invest in illiquid assets expecting to be compensated with additional return. Do illiquids provide the required return?
"Our analysis suggests that the historical liquidity premiums of many illiquid funds are insufficient to justify significant allocations to them, given even conservative assumptions of the extent to which investors benefit from liquidity, and especially if investors employ multiple funds." Mark Kritzman.
Mark Kritzman incorporates liquidity into an asset allocation framework to answer this question. Based on an investor’s specific situation, as well as capital market expectations, the framework can be used to determine the optimal allocation to illiquid assets. This analysis shines a light on how much liquidity is worth to you, and evaluates the historical liquidity premiums of illiquid asset classes/funds.
To download the event poster, Click here.
For more information, please contact Tom Wang at 416 364 8420 or twang@aima-canada.org.
Please enter your email address below then click 'Next'.
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Event Sponsor
Is illiquidity worth the risk?
Investors invest in illiquid assets expecting to be compensated with additional return. Do illiquids provide the required return?
"Our analysis suggests that the historical liquidity premiums of many illiquid funds are insufficient to justify significant allocations to them, given even conservative assumptions of the extent to which investors benefit from liquidity, and especially if investors employ multiple funds." Mark Kritzman.
Mark Kritzman incorporates liquidity into an asset allocation framework to answer this question. Based on an investor’s specific situation, as well as capital market expectations, the framework can be used to determine the optimal allocation to illiquid assets. This analysis shines a light on how much liquidity is worth to you, and evaluates the historical liquidity premiums of illiquid asset classes/funds.
To download the event poster, Click here.
For more information, please contact Tom Wang at 416 364 8420 or twang@aima-canada.org.
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