
Morten Tolver Kronborg
Director & Portfolio Manager at Team Investment Strategy
ATP
Denmark, Hovedstaden, Copenhagen
About Me
I work both top-down and bottom-up with ATP's investment strategy and processes; across assets, markets, teams and stakeholders (board and administration). I'm the prime architect of an asset-model (factor investing model) used for our strategic asset allocation. The model is based on an object oriented Python framework with great flexibility. The model incorporates the capital market (historic data and model simulations), ATP's approach to risk based asset allocation, ATP's risk budget framework, and many kinds of management actions and active trading strategies. My team is also managing an in-house reference portfolio traded in the market (a robot based on our internal asset model generati
Profile Information
Director & Portfolio Manager at Team Investment Strategy
ATP
Investment Team
Investor
Pension
Copenhagen
Hovedstaden
Denmark
May 15, 2024
More profiles to browse
AE
Anders Ejstrup
Director, Portfolio Manager, Team Investment Strategy, ATP
MP
Martin Praestegaard
Group CEO & Managing Director
Niels Konstantin Jensen
Vice President
Sabine Calmer Braad
Head of Global Direct Investments
You Might Like
KA
Kimberly A. Griego-Kiel
Founding Partner Emerita
Horizons Sustainable Financial Services
BW
Bill Wood
Managing Member, Principal
Nova R Wealth
BD
Bruce Davidson
Chief Compliance Officer & Operations Specialist
Claremont Financial Group Inc
PM
Prtima MISHRA1
Software Engineer
PA TEST