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8 results for “portfolio management”
And Peter would say to David, but that strategic asset allocation, by definition, includes some form of market timing. Right? You have to decide, is it 25% in stocks or 40% in stocks? And if you change that, there's an element of timing. So curious,
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from transcript23:59 – 25:02
...portfolios, all else being equal, should own more bonds and less absent returning hedge funds as part of that stable returning lower risk mix. So as the person who oversees the investment management, investment research process here, I actually look
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from transcript32:15 – 33:22
...portfolio. By the way, that's gonna help you to recruit and retain human beings. It's hard to recruit and do a TPA.
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from transcript17:16 – 18:19
You know, that and there's nothing wrong with that because simply these people have limited time, you know, and somebody who's gonna be a larger client will get more in almost any line of business. You know, in terms of access, it does vary. I think,
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from transcript37:25 – 38:31
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56:14 / 56:19
from transcript56:14 – 56:19
...enough to really change what happens in the portfolio.
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from transcript8:14 – 9:21
...implementation that might deliver some of the rest and the selection of securities comes in there and we don't dispute that those things are very valuable. I think what we think is a best practice is to say, actually, 100 of your performance in your
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from transcript10:31 – 11:35
...that are in the portfolio now continue to have to earn their place. In the strategic asset allocation model, that incremental investment is probably someone's assessment of better alpha. If it's a new manager in public equities, we think that manager
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from transcript33:00 – 34:01
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