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?
List of Speakers and short biography of me
Overview of my remarks and key points for consideration: Developing the Fund's Asset Mix
Pension Officer's Role. Decision Process Inputs and Analysis.
Historical/Consensus Forecasted Economic Rates/Returns at 25th February 1981
Forecasted Bond and Stock Returns at 25th February 1981
Fixed Income Portfolio Characteristics at 30th September 1981
Return Analysis in Varying Fixed Income Environments. Developing a Multiscenario Forecast. Implementing a Cash Management System.
Wealth Generation and Returns in Varying Economic Environments
Positioning Best Return-Risk Trade-off. Implications of Analysis. Bond Portfolio Management Techniques for Pensions.
Current Asset Allocation Structure at 1st March 1982 with Unweighted and Weighted Expected Returns
Views on Dedication, Immunization, Contingent Immunization and Active Management
Future Challenges for Managers. Question and Answer Session: how was the synthetic put constructed and to what degree was it used in the portfolio?
What does the term "Portfolio Protective Management" mean?
Return to Home Page