FactSet helped by integrating the Global Private Equity Risk Model into its Multi-Asset Class (MAC) framework, utilizing the largest data set to explain private equity (PE) fund returns. The model distinctly separates factors into public market, systematic private, and residual components, while capturing the link between public and private markets and forecasting investment volatility. It incorporates granular data such as limited partners' cash flows and uses Bayesian estimation to refine risk parameters over time, enhancing accurate risk assessment and portfolio management for multi-asset class investments.

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