Alternative Investments for Institutional Investors: Risk Budgeting Techniques in Asset Management and Asset-Liability Management

The present publication is the first to be drawn from the EDHEC/Morgan Stanley Investment Management research chair on Financial Engineering and Global Alternative Portfolios for Institutional Investors.

Author(s):

Noel Amenc

Professeur de Finance, Directeur de l'EDHEC Risk & Asset Management Research Centre.

Lionel Martellini

Professor de Finance au sein de l'EDHEC Business School et Directeur Scientifique de l'EDHEC Risk and Asset Management Research Centre.

Volker Ziemann

Ingénieur de Recherche Sénior à l'EDHEC Risk and Asset Management Research Centre.

This chair, which corresponds to a threeyear partnership between Morgan Stanley Investment Management and the EDHEC Risk and Asset Management Research Centre, adapts risk budgeting and risk management concepts and techniques to the specificities of alternative investments, both in the context of asset management and asset-liability management. The research is led by Professor Lionel Martellini, Scientific  Director of the EDHEC Risk and Asset Management Research Centre.
Pdf
Alternative Investments for Institutional Investors: Risk Budgeting Techniques i...
(-1.00 B)
Type: EDHEC Publication
Date: le 21/01/2009
Extra information : Pour plus d'informations, nous vous prions de vous adresser à Séverine Anjubault, Direction de la recherche de l'EDHEC [ severine.anjubault@edhec.edu ] Les opinions exprimées sont celles des auteurs et n'engagent pas la responsabilité de l'EDHEC.
Research Cluster : Finance

See Also

Coursera: Global Financing Solutions by EDHEC & Société Générale
News
- 21-03-2019
Before the launch in june of a special track in Data Science and Machine Learning in...
How To: 8 tips for choosing your MBA
News
- 08-03-2019
Embarking on an MBA can be life-changing. It’s also an investment on many levels; you’...
European Excellence and Make an Impact Scholarships available for September 2019 Intake
News
- 07-03-2019
Two New Scholarship Programmes for 2019 EDHEC Business School has added two new Global...
Paper co-authored by Lionel Martellini and Vincent Milhau wins the 20th Annual Bernstein Fabozzi/Jacobs Levy Award for Outstanding Article from the Journal of Portfolio Management
News
- 04-03-2019
The paper, entitled "Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based...