KIC000083 - Each team writes a report on assigned asset...

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•:. Technical analysis .:. Relevant statistics from Bloomberg, Moody, etc. .:. Governmental .:. "Shock" Information > Unresolved issues surrounding European government debt > African/Middle East turmoil > Japan's magnitude earthquake > Inflation threats in developing countries
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,------------------- ---- II Asset classes are split among five teams. III
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Unformatted text preview: Each team writes a report on assigned asset class. II Portfolio managers are in charge of investment grade for that week. II Along with a report, each team provides an "allocation interval" for each asset class. II Input final "allocation intervals" into Solver and minimize the variance in the duration between our portfolio and the benchmark . •...
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KIC000083 - Each team writes a report on assigned asset...

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