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.


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.

Type: EDHEC Publication
Date: le 21/01/2009
Research Cluster : Finance

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