Risk management through marginal rebalancing is important for institutional investors due to the size of their portfolios.
Head of Research, EDHEC Risk InstituteAsia
Professor of Quantitative Finance,Stony Brook University
Professor of Finance, EDHEC Business SchoolMember of EDHEC-Risk Institute
|Type :||Working paper|
|Date :||le 13/01/2012|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|