Assignment:
Review harvord management company by andre perold and erik staffordIt will include at most 10 slides (excluding the cover page).
The content the presentation should include:
1)Introduction
- What is Harvard Mgmt Company?
- What is its objective and role?
- How it is organized?
2)Asset allocation
- Hybrid Model: What is it?
- Policy Portfolio: Alpha-beta separation
- How is this asset allocation different from peers?
- A summary of optimization technique employed
3)Portfolio Performance
- Comparisons
4)Liquidity
5)Risk management
6)Other issues & your opinion