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):

Noel Amenc

Professor of Finance, EDHEC Graduate School of Business

Philippe Malaise

Professor of Finance, EDHEC Graduate School of Business

Lionel Martellini, PhD

Professor of Finance, EDHEC Graduate School of Business

Daphne Sfeir, PhD

Research Engineer, EDHEC Risk and Asset Management Research Center

Type: Working paper
Date: le 01/10/2003
Research Cluster : Finance

See Also

AGORA MEETS BERTRAND BADIE, POLITICAL SCIENTIST AND INTERNATIONAL RELATIONS SPECIALIST
News
- 21-10-2021
Agora students held another 'Rencontre de l'Agora' event on Wednesday 19 October, this...
Eiffel Excellence Scholarship: the most prestigious French scholarship you can get
News
- 21-10-2021
Mikhail Miroshnichenko joined EDHEC MiM Finance after his Bachelor’s degree in...
EDHEC-Auchan Learning Partnership: Retail industry transformations at the heart of EDHEC International BBA learning
News
- 20-10-2021
Auchan is joining forces with EDHEC to share its retail industry expertise with EDHEC...
The FIR-PRI Awards “Finance & Sustainability” prize for “best pedagogical innovation”: preparing future generations to fight climate change.
News
- 18-10-2021
At EDHEC, we want to take part in the fight against climate change. Through our...