Sentences with phrase «running a portfolio against»

The historical sequence method consists of running a portfolio against actual historical sequences of investment returns.

Not exact matches

GE said in January that it would boost reserves by about $ 15 billion over seven years and take a $ 6.2 billion charge against the fourth quarter following a review and reserve testing for GE Capital's run - off insurance portfolio.

A separate portfolio should be created for each tax entity and all tax reporting is run against the individual portfolio.

But this book trains the telescope on the less explored parts of the investment skies and provides us with the secret to success: run concentrated portfolios with permanent capital to prevent against capital withdrawals just at the depressed times when bold investment action is called for.

With Marketocracy, which was launched in 2000 in the midst of the dotcom crash, you set up an imaginary portfolio and you compete against others for the chance to run a real fund.

These may be trivial concerns to some, but if you are thinking of running a portfolio that might be shorting KIE against other insurance longs, it makes a considerable difference.

In a wide - ranging three - part interview with Morningstar's Don Phillips, top value investor Bruce Berkowitz discusses several aspects of his investment approach, including the willingness to go against the crowd and the decision to run a focused portfolio smaller than those of many other mutual funds.

When I first ran the Fee Analyzer against my own portfolio, I nearly fell out of my chair.

I was curious how the replicated portfolio would perform against VTSMX, so I ran a quick simulation in MATLAB to compare the performance of each portfolio.

Chancellor Capital Management / Invesco, Inc. (City, ST) 1995 — 2000 Partner and Managing Director — Institutional Fixed Income • Manage in excess of $ 44 billion, approximately $ 20 billion of which were managed with a total rate of return objective • Focus in mortgage - backed and asset - backed securities • Create and implement strategy for all MBS and ABS investments for total rate of return portfolios • Responsible for risk management including establishing and monitoring appropriate risk levels • Collaborate with CIO in management of all core portfolios benchmarked against the Lehman Aggregate Index • Run weekly strategy meetings defining portfolio construction in conjunction with Investment Policy Committee guidelines • Oversee assets in excess of $ 10 billion including pension funds, public funds, and insurance funds • Conduct client reviews and new business presentations on a regular basis • Serve as point person for key strategic partnerships based out of New York