Jean-Michel Maeso, Lionel Martellini: The present publication was produced as part of the “Risk Allocation Solutions” research chair at EDHEC-Risk Institute, in partnership with Lyxor Asset Management.
Quantitative research engineer at EDHEC-Risk Institute. Lionel MartelliniProfessor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute.
|Type :||Publication EDHEC|
|Date :||le 23/06/2016|
|Extra information :||For more information, please contact EDHEC Research and Development Department [email@example.com]|
|Research Cluster :||Finance|