The Revolution in Techniques for Managing Bond Portfolios
Institute of Chartered Financial Analysts Seminar Proceedings
3-4 February 1983 New York; 23-24 March 1983 San Francisco
The Future: Where Do We Go From Here?
Cover Page
List of Speakers and short biography of me
Contents Page
Overview of my remarks and key points for consideration: Developing the Fund's Asset Mix
First Page
Pension Officer's Role. Decision Process Inputs and Analysis.
Second Page
Historical/Consensus Forecasted Economic Rates/Returns at 25th February 1981
Third Page
Forecasted Bond and Stock Returns at 25th February 1981
Fourth Page
Fixed Income Portfolio Characteristics at 30th September 1981
Fifth Page
Return Analysis in Varying Fixed Income Environments. Developing a Multiscenario Forecast. Implementing a Cash Management System.
Sixth Page
Wealth Generation and Returns in Varying Economic Environments
Seventh Page
Positioning Best Return-Risk Trade-off. Implications of Analysis. Bond Portfolio Management Techniques for Pensions.
Eighth Page
Current Asset Allocation Structure at 1st March 1982 with Unweighted and Weighted Expected Returns
Ninth Page
Views on Dedication, Immunization, Contingent Immunization and Active Management
Tenth Page
Future Challenges for Managers. Question and Answer Session: how was the synthetic put constructed and to what degree was it used in the portfolio?
Eleventh Page
What does the term "Portfolio Protective Management" mean?
Twelfth Page
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