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New frontiers in benchmarking and liability-driven investing.

EDHEC Publication

AMENC Noël ; MARTELLINI Lionel ; GOLTZ Felix ; MILHAU Vincent

GROUPE EDHEC

2010

66

134.87-AMENC

ASSETS ALLOCATION ; INVESTMENT


Number of copies : 2
No. Call n° Bar code Commentary
1 Réserve - Ask a librarian
[not for loan]
2 réserve - Ask a librarian
[available]

Url : https://www.edhec.edu/fr/publications/new-frontiers-benchmarking-and-liability-driven-investing

Contents : Contents

Introduction

1. Asset Allocation and Portfolio Construction Decisions in the Optimal Design of the Performance-Seeking Portfolio
2. Asset Allocation and Portfolio Construction Decisions in the Optimal Design of the Liability-Hedging Portfolio
3. Dynamic Allocation Decisions to the Performance-Seeking and Liability-Hedging Portfolios

Conclusion

Language : English

Material : Paper ; Electronic

Owner : Bibliothèque