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In their bi-annual meetings, the investment committee will evaluate the allocation of assets as presently found in the “global market portfolio”, which is defined as the weighted sum of every asset traded in the world. With the help of the Black-Litterman (BL) model of asset allocation, the calculated current asset class returns will be evaluated, discussed, and adjusted where needed. Once an agreement has reached within the investment committee about the projected returns for each asset class in the subsequent year, the adjusted returns will then automatically adjust allocation weights via BL.



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