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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
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Profile Information

Director & Portfolio Manager at Team Investment Strategy

ATP

Investment Team

Investor

Pension

Copenhagen

Hovedstaden

Denmark

May 15, 2024

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