Deborah Velez - NEW YORK NY, US MARCO SANTAMARIA - LARCHMONT NY, US GAWAINE LEWIS - ISLINGTON LONDON, GB
International Classification:
G06F017/60
US Classification:
705/036000
Abstract:
In the present invention, a system and method is described for allocating portfolio assets in an emerging market, where the portfolio initially includes substantially all fixed income securities or substantially all equities. Specifically, a yield spread is periodically determining between a first fixed income instrument and a second fixed income instrument. A mean spread is determined based on the determined yield spread over a selected period of time. A band above and below the mean spread is defined over the selected period of time, where the band has an upper limit above the mean spread and a lower limit below the mean spread. Fixed income securities, in the investment portfolio, are switched for equities when a current determined yield spread exceeds the upper limit of the band. Similarly, equities, in the portfolio, are switched for fixed income securities when the current determined yield spread falls below the lower limit of the band.
Name / Title
Company / Classification
Phones & Addresses
Marco Santamaria
Global Securities Advisors Gp, LLC Management Consulting Services
Aside from this obviously being a very tragic event,there are some potential implications, including the potentialthat Fernandez and her allies, including Scioli, are damagedpolitically, Marco Santamaria, a money manager atAllianceBernstein LP, said by e-mail. From an investorperspective, a
Marco Santamaria, a money manager at New Yorks AllianceBernstein (AB), says Venezuelas creditworthiness will remain in doubt even if oil rebounds. The government had been running a deficit and depleting its stock of foreign currency when crude was at $100 per barrel. International currency reserve
Date: Dec 18, 2014
Category: World
Source: Google
Argentina Plans $3 Billion Local Debt Sale to Extend Maturities
The exchange ratio results in a loss of value, but you dothe trade if you are bullish on Argentina and want to extendduration and benefit from expected yield compression, Marco Santamaria, a money manager at AllianceBernstein LP, said by e-mail. Unless you hold huge amounts of Boden 15s, you ar
Date: Dec 04, 2014
Category: Business
Source: Google
Argentina's Default Clock Runs Out as Debt Talks Collapse
Missing the debt payments represent a step backward inthose efforts, according to Marco Santamaria, a New York-basedmoney manager at AllianceBernstein, which oversees $25 billionof emerging-market debt. Argentina hasnt issued global bondssince the default in 2001.
Date: Jul 31, 2014
Source: Google
Argentina Tests US Court Order by Posting Interest Payment
Conventional wisdom is that this gets resolved beforeJuly 30, said Marco Santamaria, a New York-based money managerat AllianceBernstein, which oversees $25 billion of emerging-market debt. This may be the opportunity for Argentina tofinally put to bed its issues with all external creditors. Ho
Date: Jun 26, 2014
Category: Business
Source: Google
Venezuelan Bonds Rally as Chavez's Health Worsens: Caracas Mover
Its been clear for some time that Chavez is quite ill,and his tenure as president is probably coming to an end,Marco Santamaria, who helps oversee $24 billion in emerging-market debt at AllianceBernstein Holding LP, said in a telephoneinterview from New York. The question weve been struggli