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Economics / Mathematical finance / Financial risk / Financial services / Asset allocation / Modern portfolio theory / Black–Litterman model / Capital asset pricing model / Diversification / Financial economics / Investment / Finance


Strategic Asset Allocation and Commodities Commissioned by PIMCO
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Document Date: 2006-10-12 16:01:13


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File Size: 1,37 MB

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City

Chicago / /

Company

Treasury Inflation Protection Securities / Efficient Frontier / Ibbotson Associates Ibbotson Associates / Ibbotson Associates Inc. / CFA / /

Country

United States / /

Currency

USD / /

Event

Debt Financing / /

Facility

Building Block / Building Block Return Estimates / Building Block Expected Return / Ibbotson Associates’ building / Building Blocks / /

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IndustryTerm

real estate / asset allocation tools / insurance premium / asset allocation software tools / finance industry / oil and gas / investment management services / agricultural products / finance problems / energy / /

MarketIndex

Goldman Sachs Commodity / /

Organization

U.S. Treasury / /

Person

Roger G. Ibbotson / Diversification / Harry Markowitz / Clifford Asness / Thomas M. Idzorek / /

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Position

Chairman / Professor / Executive / Director of Research Correspondence / Wellknown financial author / Evans-Archer / Contents Executive / /

Product

Goldman Sachs Commodity Index / /

ProvinceOrState

Illinois / /

Region

North Michigan / /

Technology

simulation / /

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