Jim Masturzo - Tactical Asset Allocation (S3E4)
Flirting with Models
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Bench Marking Portfolios
How do you think about defining the objectives of what you 're actually trying to achieve? Through this conversation, it sounds to me almost as if it is just a risk adjusted total return. But how would you actually think about bench marking it? That's right. We do have some strategies that have very explicit bench marks and then obviously we're following those. And are other strategies that are trying to maximize maximis rell return or maximi a sharp ratio a number of those strategies. There it becomes much more back to the idea that i wa son you out early, where wew create models based on a lot of different types of regimes.
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