- Why EDHEC
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Companies and careers
Working with and for companiesThe company is the focal point of EDHEC’s plan, and its reason for being.
- EDHEC Experience
Portable Alpha and Portable Beta Strategies in the eurozone: Implementing Active Asset Allocation Decisions using Equity Index Options and Futures
Noël Amenc, Philippe Malaise, Lionel Martellini, Daphné Sfeir.
Author(s) :
Professor of Finance, EDHEC Graduate School of Business
Professor of Finance, EDHEC Graduate School of Business
Professor of Finance, EDHEC Graduate School of Business
Research Engineer, EDHEC Risk and Asset Management Research Center
Presentation :
| Type : | Working paper |
|---|---|
| Date : | le 01/10/2003 |
| Extra information : | For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ] |
| Research Cluster : | Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 20 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”.
