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Benchmarking Investment Performance
Benchmarking Investment Performance This session at the SOA 2003 Washington, DC Spring Meeting addresses ... manager's investment performance, evaluate relevancy of market indices as performance benchmarks for insurance ...- Authors: Anson Glacy, Scott S Hartz, William H Panning
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Chasing Down the Rebalancing Premium
Chasing Down the Rebalancing Premium This article speculates on the presence and magnitude of the benefits ... attributable to regular rebalancing of one's investment portfolio. It surveys the extant literature, discusses ...- Authors: Anson Glacy
- Date: Sep 2020
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Finance & Investments>Asset allocation
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Equity-Indexed Products: Managing the Beast
Equity-Indexed Products: Managing the Beast In session 8PD of the New York Annual Meeting the panel discussion focuses ... focuses on a range of problems encountered in managing a book of derivatives supporting an existing equity-indexed ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments