Thea Portfolio Analytics

About

Thea Portfolio Analytics was founded to revolutionize private-asset portfolio intelligence.

What we do

From research to practice: we bring the rigor and latest insights of academic research on private markets to investors’ day-to-day decisions.
Fair value, not stale marks: we estimate what private funds are worth today, every week or even daily, instead of relying on smoothed (and lagged) quarterly GP reports.
Risk and performance, fund by fund: we measure each fund’s market risk (beta), its excess return (alpha) and its fund-specific risk, updated as markets move.
Built to be trusted: our methods are transparent, auditable, and extensively tested.

Who we are

David Chester

CEO of Thea Portfolio Analytics. Research affiliate of the Institute for Private Capital at the University of North Carolina. Previously served as a Quantitative Researcher at the Federal Reserve Bank of Atlanta, focusing extensively on methodological advancements for macroeconomic nowcasting. Master's in Statistics from Duke University. Advanced graduate work in mathematics and statistics at Columbia and the LSE, BA in Economics from Trinity College.

Greg Brown

Senior Advisor to Thea Portfolio Analytics. Weatherspoon Distinguished Professor of Finance, UNC Kenan-Flagler Business School. Research Director and Founder, Institute for Private Capital. Previously served as Research Director of Amundi Smith Breeden. PhD in Finance from University of Texas at Austin, BS in Physics and Economics from Duke University.

Oleg Gredil

Senior Advisor to Thea Portfolio Analytics. Associate Professor (with tenure) and Elstrott Professor of Entrepreneurship at Tulane University Freeman School of Business. Research Fellow, Private Equity Research Consortium. Leading expert on quantitative methods for alternative investments. PhD and MBA in Finance from UNC Kenan-Flagler Business School. Diploma from St. Petersburg State University of Architecture and Civil Engineering.