KIC000084 - 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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KIC000084 - Each team writes a report on assigned asset...

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