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Bond Portfolio Optimization in the Presence of Duration Constraints
The Journal of Fixed Income, Summer 2018
Author(s):
Head of research and co-founder of Fundvisory in Paris, France.
Professor of finance at EDHEC Business School in Nice, France.
Professor of finance at the EDHEC Business School and the Director of EDHEC-Risk Institute in Nice, France.
Research director at EDHEC-Risk Institute in Nice, France.
The Journal of Fixed Income, Summer 2018
| Type: | Academic publication |
|---|---|
| Date: | le 02/07/2018 |
| Research Cluster : | Finance |
| Source : | The Journal of Fixed Income |
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. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
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”.
