privateassets

Author: Artur Sepp / First recorded: 2026-08-23.

Implemented in privateassets. Software citation: CITATION.cff.

Multi-factor money-weighted PME for private-asset cash flows: risk-adjusted alpha and factor exposures.

Contents

• Installation
• Offline PME quickstart
  • Reproducible released workflow
  • Run the canonical example
• Conventions
• Core workflows
  • Loadings with an expert prior
  • Pricing with the multi-factor deflator
• API reference