

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
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