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Dynamic Investment Strategies for Corporate Pension Funds in the Presence of Sponsor Risk.
EDHEC Publication
H
Number of copies : 1
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents : Summary of Results
1. Introduction
2. The Economy
3. An Integrated ALM Model
4. CPPI Strategies in ALM
5. Introducing More Complex CPPI Strategies
6. Insuring Against Sponsor Risk
Conclusion
Appendices
References
About BNP Paribas Investment Partners
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2009-2012)
Language : English
Series : PUBLICATION EDHEC
Material : Electronic ; Paper
Owner : Bibliothèque