1 Ethics Trade allocation - violation
2 Ethics Traded on material nonpublic info – violation
3 Ethics ?
4 Ethics Flash email and follow-up – not a violation
5 Ethics?
6 Ethics ?
7 -12 portfolio too risky; allocation with clients ,unfair(front-running)
13 Beh Fin - house money (take more risk)
14 Beh Fin - short term memory effect, changing from long term return to annual return (make things worse)
15 Beh Fin - acute vs. chronic (acute)
16 Beh Fin - equity allocation (60% or 50%?, forgot)
17 Beh Fin client is making most decisions but still using professional - self attribution
18 Beh Fin - loss averse ( hold)
19 PM-?
20 PM-?
21 PM-Asset alloc'n Float – first comment was correct, second was correct
22 PM-?
23 PM-Asset alloc'n Strategy= contrarian
24 PM-Asset alloc'n Completeness fund – lose misfit active return
25 Alt Inv SRI – both comments were right (style, negative screens)
26 Alt Inv The manager that was long-only had more constraints
27 Alt Inv The manager with higher leverage would have to liquidate
28 Alt Inv Repo lower rate for both
29 Alt Inv ?
30 Alt Inv ?
31 FI ?
32 FI Duration of 4.5
33 FI Duration of 4.5, with cash flow matching on the first one
34 FI Cash Flow Matching
35 FI Spread duration – 2.53%
36 FI Dollar duration - $341,000
37 FI.2 2-bond hedge – $0.8 million
38 FI.2 Contingent Immunization Cushion – $83,000
39 FI.2 Equity=>cash w/ future
40 FI.2 Rebalance W/ future
41 FI.2 Equity swap for emerging markets – pay interest rate
42 FI.2 ?
43 PM Information ration using IC = 0.6(0.06*100^0.5)
44 PM Active risk = sq of true active + misfit active = 6.3% or something close
45 PM ?
46 PM ?
47 PM ?
48 PM ?
49 Fylasia Investability
50 Fylasia The currency appreciation question – interest rates
51 Fylasia Government reduces import tariffs
52 Fylasia integration cost of capital will fall
53 Fylasia %change in index = a + b * %change in GDP
54 Fylasia ?
55 PM_GIPS ?
56 PM_GIPS Create a new SRI composite
57 PM_GIPS Range highs and lows for internal valuation
58 PM_GIPS Terminated portfolio – August
59 PM_GIPS ?
60 PM_GIPS number of portfolio, not be required to disclose
[此贴子已经被作者于2009-6-12 1:33:57编辑过] | 
发表于 2009-6-12 01:16
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