Vishv Jeet

PGIM-IAS

Prudential Tower

655 Broad Street, 19th Floor

Newark, NJ 07102

United States

SCHOLARLY PAPERS

7

DOWNLOADS

742

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Factor Attribution and the Impact of Investment Constraints

Number of pages: 38 Posted: 14 Jul 2015 Last Revised: 01 Dec 2015
Sanne De Boer and Vishv Jeet
Voya Investment Management and PGIM-IAS
Downloads 452 (76,597)

Abstract:

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factor attribution, performance attribution, quantitative equities, restricted least squares, nonlinear factor models

2.

Building a Better Portfolio: Balancing Performance and Liquidity - Executive Summary

Full Text Journal Article: "Asset Management and Private Market Investing,” The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82 , DOI: https://doi.org/10.3905/jpm.2021.1.211
Number of pages: 4 Posted: 11 Nov 2020 Last Revised: 24 Mar 2021
PGIM-IAS, GIC Private Limited, GIC, PGIM-IAS, PGIM-IAS and GIC
Downloads 129 (262,668)

Abstract:

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PGIM, PGIM IAS, PGIM Institutional Advisory & Solutions, PGIM Institutional Advisory & Solutions (IAS), portfolio construction, portfolio allocation, private assets, liquidity risk, asset allocation, commitment strategy, public market equivalent, Takahashi and Alexander, pacing strategy, PME

3.

The Probability of Recession: A Critique of a New Forecasting Technique

PGIM IAS - June 2020
Number of pages: 16 Posted: 10 Dec 2020
Noah Weisberger and Vishv Jeet
PGIM-IAS and PGIM-IAS
Downloads 58 (428,359)

Abstract:

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PGIM, PGIM IAS, PGIM Institutional Advisory & Solutions, PGIM Institutional Advisory & Solutions (IAS)

4.

A Fair Comparison Framework: Risk and Reward in Private & Public Investments

PGIM IAS - October 2019
Number of pages: 16 Posted: 11 Nov 2020 Last Revised: 14 Jan 2021
Vishv Jeet
PGIM-IAS
Downloads 37 (514,316)
Citation 2

Abstract:

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PGIM, PGIM IAS, PGIM Institutional Advisory & Solutions, PGIM Institutional Advisory & Solutions (IAS), portfolio construction, portfolio allocation, private assets, public assets, liquidity risk, liquidity, illiquid assets, horizon wealth, terminal wealth dispersion, self-contained portfolio

5.

Building and Maintaining a Desired Exposure to Private Markets: Commitment Pacing, Cash Flow Modeling, and Beyond

PGIM IAS - November 2020
Number of pages: 12 Posted: 28 Jan 2021
Vishv Jeet
PGIM-IAS
Downloads 25 (580,474)

Abstract:

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PGIM, IAS, Private assets, Self-liquidating portfolio, Net cash flow, Buyout, Venture capital, Real Estate, Mezzanine debt, Portfolio construction, Portfolio optimization, Fair comparison, Private equity, Private credit, Commitment strategy, Overcommitment strategy, Pacing strategy, Cash flow neutra

6.

Modeling Private Investment Cash Flows with Market-Sensitive Periodic Growth

PGIM IAS - October 2020
Number of pages: 12 Posted: 28 Jan 2021 Last Revised: 17 Feb 2021
Vishv Jeet
PGIM-IAS
Downloads 23 (593,379)

Abstract:

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PGIM, IAS, Private assets, Takahashi-Alexander, TA model, Cash flow model, Private investment cash flow, Buyout, Periodic growth, Lifetime growth, Lagged regression, IRR, Private equity, Cumulative cash flow, NAV, Target NAV

7.

Measuring the Value of LP Fund-Selection Skill: A Fair Comparison Framework

PGIM IAS - April 2020
Number of pages: 16 Posted: 14 Jan 2021 Last Revised: 01 Feb 2021
Vishv Jeet
PGIM-IAS
Downloads 18 (627,010)
Citation 1

Abstract:

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IAS, PGIM, LP selection, LP skill, manager skill, private assets, manager selection, fund selection, buyout, venture capital, real estate, mezzanine debt, portfolio construction, portfolio optimization, selection skill, fair comparison, private equity, private credit