Flirting with Models

Roxton McNeal - Liability-Driven Investing (S4E11)

Jul 12, 2021
Ask episode
Chapters
Transcript
Episode notes
1
Introduction
00:00 • 3min
2
Privilege Is All Mine
03:00 • 4min
3
The Pension Dilemma
06:37 • 2min
4
Can You Replicate a Trend Following Strategy With Straddles?
09:05 • 2min
5
CTA Strategy - How to Get the Most Out of Your CTA Program
11:07 • 2min
6
How to Hed Out Bonnie Light?
12:43 • 3min
7
The Process That Created the Hedging
16:13 • 4min
8
The Political Influences That Drive Oil Commodities
20:30 • 2min
9
What Is the Difference Between Asset and Liability Driven Investing?
22:46 • 3min
10
How to Make a Report That's Less Complex
26:14 • 2min
11
The Beauty of a Management Committee
28:08 • 4min
12
UPS Investment Trust - What's the ALM State?
31:48 • 3min
13
Are You Overfunded? Are You Underfunded?
34:26 • 4min
14
The Liquidity Match or Mismatch in the Private Equity Space?
38:36 • 2min
15
Is Private Equity Less Volatile?
40:30 • 2min
16
How Do You Identify When the Right Time to Take Tactical Bets Is?
42:05 • 4min
17
Can You Develop Strategies in House?
45:48 • 2min
18
Tail Hedging - Should LDI Plans Be Adopting Tail Hedges?
47:28 • 4min
19
Tail Hedging Strategies - Are They Diversifying?
51:12 • 4min
20
Vaccine Roll Outs Are Embarking
54:59 • 2min
21
How Do You Think About the Leverage Provided by Options?
56:48 • 5min