Chapter 7. Integrating the DTR™ Framework into a Complex Corporate Structure
James A. Pupillo
The views expressed herein are those of the author and do not represent the views of the broker-dealer for which he is employed, its officers, directors, or its employees.
James Pupillo, senior vice president of a global investment management company, provides a case study in managerial finance. The reader will come to understand why it is so difficult for large institutions to be innovative.
In Chapter 1
, Frank Sortino and Hal Forsey presented a formal portfolio construction and monitoring framework for constructing DTR™*
portfolios. Ron Surz has shown the importance of using indexes with the proper characteristics for asset ...