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
| Type: | Working paper |
|---|---|
| Date: | le 01/10/2003 |
| Research Cluster : | Finance |
See Also
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Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European 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. 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”.
