🥸Takahashi Alexander

Projecting the Cash Flows of Private Equity Funds

The Takahashi Alexander model mainly serves as simple and deterministic benchmark model for more sophisticated forecast approaches. In real-world applications, the cash flow curves can be especially helpful for future commitment planning when the associated riskiness of cash flows is not overly important.

Academic Background

Takahashi and Alexander (2002) developed a famous model to forecast the cash flows of private equity funds. The model generates deterministic cash flow curves which means all randomness (= risk) associated with the cash flows is neglected.

API Endpoints

The Takahashi Alexander module offers two endpoints:

• takahashi-alexander/ta_02/cash_flow_expectations

• takahashi-alexander/ta_02/commitment_planner