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

Diversity & Career  The forthcoming study by EDHEC Open Leadership Centre for Diversity & Inclusion
- 05-10-2020
Since we can all be affected by discrimination at some point in our lives, this study...
 Focus on the EDHEC DataViz Challenge 2020, the first edition of an exciting competition
- 03-07-2020
EDHEC Business School launched the first edition of the EDHEC DataViz Challenge this...
EDHEC launches an Executive MBA with specialisation in Healthcare Innovation & Technology (HIT) in partnership with UTC
- 02-07-2020
EDHEC Business School is pleased to announce the launch of a new Executive MBA with...
EDHEC’s Executive MBA rated among the best in the world in the QS 2020 ranking
- 30-06-2020
EDHEC’s Executive MBA was ranked 45th worldwide out of 161 programmes (up 6 places...