Portable Alpha: What it is and how it can be applied to Insurance Companies’ Surplus Portfolios
Oct 10th, 2006 | Filed under: Portable Alpha & Alpha/Beta SeparationPresentation by: Pierre LaRoche, Desjardin Global Asset Management
Presented at: The 2006 Stochastic Modeling Symposium and Investment Seminar, Toronto, April 4 2006
In case you missed the latest “stochastic modelling symposium”, you can always check out this presentation from the event that covers the role of portable alpha in the insurance industry…Or you could just watch ”America’s Next Top Stochastic Model” this season on UPN.
In any case, the presentation below is somewhat technical, but offers a useful starting point for those in the insurance industry.
