1 - 6 of 6 results (0.64 seconds)
Sort By:
  • On Expert Use in Portfolio Management
    manager 1 < i < n, so that y~.wl = 1 by definition. Care should be i= l exerted to distinguish wi from ... Investment S t ra tegy Suppose that an investor had direct access to the experts' private signals Y,, = Yi ...

    View Description

    • Authors: Michel Gendron, Christian Genest
    • Date: Jan 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Portfolio management - Finance & Investments
  • Portfolio Segmentation For Life Insurance Companies
    establishing a fair price for the investment that care must be taken to assure equity among the segments ... or line of business, should come first and be a primary consideration; and whether to use an aggregate ...

    View Description

    • Authors: James A Attwood, Daniel J McCarthy, Donald R Sondergeld, Kenneth W Stewart
    • Date: May 1984
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Portfolio management - Finance & Investments
  • 1A: Low Interest Rates - Better to Get Used to Them Despite Their Bitterness
    1A: Low Interest Rates - Better to Get Used to Them Despite Their Bitterness Interest ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...

    View Description

    • Authors: Fiona Ng, Benoît Durochers, Christian Robert
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Economics; Economics>Financial markets; Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
  • Education and Examination Committee of the Society of Actuaries [SOA] Spring 2012 Advanced Portfolio Management Exam Introductory Study Note
    Education and Examination Committee of the Society of Actuaries [SOA] Spring 2012 Advanced Portfolio ... and to use other material as a complement to the primary sources rather than a substitution for them.

    View Description

    • Authors: Society of Actuaries
    • Date: Jan 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Actuarial Profession>Professional development; Finance & Investments>Portfolio management - Finance & Investments
  • Asset Prepayment Assumptions
    cast of suspects when it came to determining the primary driver. Again, housing turnover we would consider ... prepayments from other sources. Collateral age was the primary driver. That kind of proxies the average tenure ...

    View Description

    • Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
    • Date: May 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
  • Coherent Distortion Risk Measures in Portfolio Selection
    Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates ... American Intl Group Inc AIG Citigroup Inc. C Health Care CIGNA Corp. CI Humana Inc. HUM Industrials General ...

    View Description

    • Authors: Ken Seng Tan, Mingbin Feng
    • Date: Jan 2012
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy