We explore pandemic-induced shifts in venture capital investment by industry as well as emerging geographic trends in the U.S.

The authors examine how private assets may be impacted by the SEC proposal that U.S. public companies disclose info on climate-related risk.

COVID-19 upended traditional work arrangements and America's economic geography. We revisit our early predictions about private real estate.

The authors of this paper introduce a new metric, α, to benchmark the performance of individual private equity funds, using BMU data.

In this paper, we examine the BMU's exposure to the SASB Standards at two points in time—prior to the COVID-19 crisis and at present.

We take a granular look at loan-level data from the BMU to document some of the characteristics of private debt.

The authors examine estimated carbon emissions for 1,625 companies across carbon-intensive sectors to find informative trends for investors.

In this paper, the authors show that over the past half-century, innovative disruptions were central to understanding corporate defaults.

This white paper summarizes existing methods and current research on performance analysis and attribution for complex portfolios.

Burgiss Applied Research describes an approach that finds a sensible ordering for volatilities of the major private capital asset classes.

The authors propose an alternative application of Burgiss' PE dataset so that market data determines the term structure of interest rates.

Rumi Mahmood, MSCI and Abdulla Zaid, Burgiss Key Takeaways Expansion Capital and Venture Capital funds[1] exhibited the lowest average...