Webinar: Cash Equitization for Portfolio Managers

  • Date: Tuesday, 11 June 2019
  • Time: 12:00 AM CDT
  • Location: Online
  • Speaker: David Lerman
  • Sponsoring Firm: CME Group

Holding cash is a major drag for passive portfolio managers. One of the most common strategies to combat cash drag is cash equitization. In this webinar, David Lerman discusses

  • • Who uses this strategy
  • • Fair Value considerations, the quarterly roll
  • • Managing cash influx and dividend accruals using stock index futures

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