Equity Portfolios with Improved Liability-Hedging Benefits

Guillaume Coqueret, Romain Deguest, Lionel Martellini, Vincent Milhau.

Author(s):

Guillaume Coqueret

Senior Quantitative Analyst at EDHEC-Risk Institute.

Romain Deguest

Senior Research Engineer at EDHEC-Risk Institute.

Lionel Martellini

Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute.

Vincent Milhau

Deputy Scientific Director of EDHEC-Risk Institute.

Pdf
Equity Portfolios with Improved Liability-Hedging Benefits...
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Type: EDHEC Publication
Date: le 08/12/2014
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

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