Bond Portfolio Optimization in the Presence of Duration Constraints

The Journal of Fixed Income


Romain Deguest

Head of research and co-founder of Fundvisory

Frank J. Fabozzi

Professor of finance at EDHEC Business School

Lionel Martellini

Professor of finance at EDHEC Business School
Director of EDHEC-Risk Institute

Vincent Milhau

Research director at EDHEC-Risk Institute

Type: Academic publication
Date: le 01/07/2018
Research Cluster : Finance
Source : The Journal of Fixed Income

See Also

Financial Times ranks EDHEC Executive Education among the Top 10 worldwide
- 23-05-2022
EDHEC Business School’s executive education offers rank among the Top 10 globally...
EDHEC partners with VIVATECH 2022 and offers 400 tickets to EDHEC students
- 20-05-2022
EDHEC is once again a partner of the unmissable tech event of the year, Viva Technology...
(Invitation) Inauguration of the Management in Innovative Health Chair - May 30, 2022 in Paris
- 17-05-2022
Emmanuel Métais, Dean of EDHEC Business School and Christophe Durand, General Manager...
- 10-05-2022
Live on YouTube !