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):
Professeur de Finance, Directeur de l'EDHEC Risk & Asset Management Research Centre.
Professor de Finance au sein de l'EDHEC Business School et Directeur Scientifique de l'EDHEC Risk and Asset Management Research Centre.
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.
| Type: | EDHEC Publication |
|---|---|
| Date: | le 21/01/2009 |
| Research Cluster : | Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
