- Joined
- 2/3/13
- Messages
- 3
- Points
- 11
Hi there
I have been tasked to investigate the feasibility of generating regular ( monthly or more frequent) asset prices for unlisted equity instruments. I am aware that from a portfolio optimization and allocation perspective the returns generated from these frequent valuations would have to be de-lagged in order to determine the true risk of the assets for the purposes of portfolio formation.
I am perfectly fine with the valuation methodologies to be used.
Q:
I would like to know if there are any particular considerations I should make in my attempt to produce monthly price information. Also if there are any specific mechanisms used to generate frequent prices for unlisted equity instruments.
I have been tasked to investigate the feasibility of generating regular ( monthly or more frequent) asset prices for unlisted equity instruments. I am aware that from a portfolio optimization and allocation perspective the returns generated from these frequent valuations would have to be de-lagged in order to determine the true risk of the assets for the purposes of portfolio formation.
I am perfectly fine with the valuation methodologies to be used.
Q:
I would like to know if there are any particular considerations I should make in my attempt to produce monthly price information. Also if there are any specific mechanisms used to generate frequent prices for unlisted equity instruments.